Segmentation algorithm for non-stationary compound Poisson processes
Year of publication: |
2010
|
---|---|
Authors: | Tóth, B. ; Lillo, F. ; Farmer, J. D. |
Published in: |
The European Physical Journal B - Condensed Matter and Complex Systems. - Springer. - Vol. 78.2010, 2, p. 235-243
|
Publisher: |
Springer |
Saved in:
Online Resource
Saved in favorites
Similar items by person
-
How does the market react to your order flow?
Tóth, B., (2012)
-
Studies of the limit order book around large price changes
Tóth, B., (2009)
-
On determining the cover of a simplex by spheres centered at its vertices
Casado, L., (2011)
- More ...