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Localized trend model for stock market sectoral indexes movement profiling - MaRDI portal

Localized trend model for stock market sectoral indexes movement profiling

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Publication:5131113

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DOI10.3233/AF-180235zbMath1452.91302OpenAlexW2921419950WikidataQ128299206 ScholiaQ128299206MaRDI QIDQ5131113

Harya Widiputra

Publication date: 2 November 2020

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/af-180235

zbMATH Keywords

dynamic systems time-series analysis adaptive clustering localized trend model multiple time-series profiles of relationship

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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