Detrending Moving Average Algorithm: Quantifying Heterogeneity in Financial Data.

Linda Ponta Anna Carbone Silvano Cincotti

Published in: COMPSAC (2) (2017)

Keyphrases

detection algorithm
k means
similarity measure
multiresolution
financial data
moving average
data mining
information retrieval
multiscale
keywords
long term
least squares
text mining
parameter estimation
segmentation method
matching algorithm