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A family of autoregressive conditional duration models applied to financial data.
Víctor Leiva
Helton Saulo
Jeremias Leão
Carolina Marchant
Published in:
Comput. Stat. Data Anal. (2014)
Keyphrases
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autoregressive
financial data
random fields
moving average
non stationary
random field models
gaussian markov random field
autoregressive model
machine learning
high resolution
probabilistic model
maximum entropy
sar images
autoregressive moving average
feature selection
stock price