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

DOI10.1002/SAM.11411MaRDI QIDQ4970286zbMATH OpenOpenAlexFDO

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

This page was built for publication: Online detection of financial time series peaks and troughs: A probability‐based approach*

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4970286)