Bayesian online change point detection in finance
Year of publication: |
2021
|
---|---|
Authors: | Habibi, Reza |
Published in: |
Financial Internet Quarterly. - Warsaw : Sciendo, ISSN 2719-3454. - Vol. 17.2021, 4, p. 27-33
|
Publisher: |
Warsaw : Sciendo |
Subject: | Bayesian setting | change point | financial time series | online detection | probability of change |
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