Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach.
Kyungwon KimJi Hwan ParkMinhyuk LeeJae Wook SongPublished in: IEEE Access (2022)
Keyphrases
- financial time series
- change point detection
- non stationary
- turning points
- stock market
- change point
- financial time series forecasting
- financial data
- sequential data
- stock price
- normalized maximum likelihood
- exchange rate
- semi supervised
- cumulative sum
- unsupervised learning
- autoregressive
- outlier detection
- data structure
- feature selection