DEVELOPING TIME-BASED CLUSTERING NEURAL NETWORKS TO USE CHANGE-POINT DETECTION: APPLICATION TO FINANCIAL TIME SERIES

DOI10.1142/S0217595905000431MaRDI QIDQ4675889zbMATH OpenOpenAlexFDO

Authors Kyong Joo Oh, Tae Hyup Roh, Myung-Sang Moon

Publication date 6 May 2005

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595905000431

zbMATH Keywords

change-point detectionClusteringlikelihood ratio testChow testbackpropagation neural networksPettitt test

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84) Clustering in the social and behavioral sciences (91C20)

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Cited in

(3)

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• COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING
• Neural network approach to the problem of predicting interest rate anomalies under the influence of correlated noise

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