Change Point Detection and Trend Analysis for Financial Time Series.

Hengzhu Liu Ping Xiong Dawei Jin Lingzhi Yi

Published in: BIGCOM (2023)

Keyphrases

financial time series
change point detection
trend analysis
non stationary
stock market
data analysis
topic detection
stock price
data mining
normalized maximum likelihood
outlier detection
sequential data
financial data
autoregressive
exchange rate
short term
text mining
spatio temporal
feature extraction
databases