Mining subsequent trend patterns from financial time series
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Publication:5117164
DOI10.1142/S0219691320500101zbMath1458.91209OpenAlexW2986244141MaRDI QIDQ5117164
Yain-Whar Si, Raymond Yiu Keung Lau, Yuqing Wan
Publication date: 20 August 2020
Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219691320500101
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)
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