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~isPartOf:"Computational economics"
~person:"Sun, Edward W."
~subject:"Börsenkurs"
~subject:"Structural break"
~subject:"Zustandsraummodell"
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Sun, Edward W.
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Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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European journal of operational research : EJOR
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ECONIS (ZBW)
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Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
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Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
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