Online detection of financial time series peaks and troughs: A probability‐based approach*

DOI10.1002/SAM.11411OpenAlexW2922448664MaRDI QIDQ4970286FDOQ4970286

Authors: Riccardo Bramante, Silvia Facchinetti, Diego Zappa 

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.11411

zbMATH Keywords

financial time seriestime varying parametersturning point detection

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cited In (2)

• Evaluation of recursive detection methods for turning points in financial time series
• A multi-scale approach for testing and detecting peaks in time series

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