Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection

DOI10.1080/1350486X.2020.1859943zbMath1466.91359arXiv2004.08889MaRDI QIDQ4994675

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Publication date: 21 June 2021

Published in: Applied Mathematical Finance (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2004.08889

zbMATH Keywords

Lévy processeshypothesis testmachine learningcrude oil priceBarndorff-Nielsen \& Shephard model

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Interest rates, asset pricing, etc. (stochastic models) (91G30)

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