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Nonlinearity of the volume-volatility correlation filtered through the pointwise Hurst-Hölder regularity.
Massimiliano Frezza
Sergio Bianchi
Augusto Pianese
Published in:
Commun. Nonlinear Sci. Numer. Simul. (2023)
Keyphrases
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pointwise
weighted sum
polynomial approximation
nonparametric regression
confidence intervals
stock market
machine learning
search engine
training data
lower bound
state space
logic programs
stock price
exchange rate
financial markets
garch model