Normal mixture method for stock daily returns over different sub-periods.

Liyan Han Hanhuan Yan Chengli Zheng

Published in: Commun. Stat. Simul. Comput. (2019)

Keyphrases

experimental evaluation
high accuracy
significant improvement
detection method
neural network
support vector machine
optimization algorithm
data sets
objective function
optimal solution
computational cost
maximum likelihood
theoretical analysis
synthetic data
fully automatic