Subprime Mortgage Crisis Detection in U.S. Foreign Exchange Rate Market by Multifractal Analysis.
Junjun TangJing WangCheng HuangGuolun WangXiong WangPublished in: ICYCS (2008)
Keyphrases
- exchange rate
- foreign exchange
- financial crisis
- stock price
- early warning
- short run
- multifractal analysis
- risk aversion
- financial markets
- stock market
- detection algorithm
- object detection
- currency exchange
- financial time series
- false positives
- decision making
- financial data
- long run
- detection rate
- probabilistic model
- machine learning
- real world