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A multiobjective optimization approach for threshold determination in extreme value analysis for financial time series.

Carlin C. F. ChuSimon S. W. Li
Published in: Comput. Manag. Sci. (2024)
Keyphrases
  • multiobjective optimization
  • financial time series
  • extreme values
  • multi objective
  • image thresholding
  • artificial neural networks
  • financial time series forecasting
  • data analysis
  • long term
  • stock market