The time series modelling on exchange rate and inflation rate: finite normal mixture model.
Shi Ling KhekSeuk Yen PhoongPublished in: Int. J. Comput. Sci. Math. (2023)
Keyphrases
- mixture model
- exchange rate
- financial time series
- stock price
- economic growth
- gaussian mixture model
- monetary policy
- em algorithm
- stock market
- density estimation
- probabilistic model
- maximum likelihood
- model selection
- foreign exchange
- expectation maximization
- unsupervised learning
- currency exchange
- generative model
- long run
- non stationary
- language model
- historical data
- gaussian mixture
- mixture modeling
- probabilistic mixture model
- data mining
- news articles
- text categorization
- training set
- image processing
- computer vision