On the Identifiability of Artificial Financial Time Series.

Bo-Hsin Lin Chuang-Chieh Lin Chih-Chieh Hung Chien-Chang Chen Yu-Hsin Chen

Published in: J. Inf. Sci. Eng. (2024)

Keyphrases

financial time series
stock market
financial time series forecasting
non stationary
financial data
stock exchange
turning points
stock price
exchange rate
stock returns
multivariate time series
high dimensional