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Wavelet-based detection of outliers in financial time series.
Aurea Grané
Helena Veiga
Published in:
Comput. Stat. Data Anal. (2010)
Keyphrases
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financial time series
financial time series forecasting
stock market
non stationary
stock exchange
outlier detection
stock price
financial data
wavelet transform
wavelet domain
exchange rate
multivariate time series
turning points
stock returns
face recognition
detection algorithm
data points
reinforcement learning