Classification of normal and abnormal regimes in financial markets

DOI10.3390/a11120202zbMath1461.91293OpenAlexW2904794877WikidataQ128754242 ScholiaQ128754242MaRDI QIDQ1712061

Jun Chen, Edward P. K. Tsang

Publication date: 21 January 2019

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a11120202

zbMATH Keywords

machine learningregime changedirectional change

Mathematics Subject Classification ID

Pattern recognition, speech recognition (68T10) Financial markets (91G15)

Related Items (1)

Special issue on algorithms in computational finance

Uses Software

• PMTK

Cites Work

• Unnamed Item
• From the bird's eye to the microscope: A survey of new stylized facts of the intra-daily foreign exchange markets
• Profiling high-frequency equity price movements in directional changes
• Feature normalization and likelihood-based similarity measures for image retrieval

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