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Multiple breaks detection in financial interval-valued time series
Roy Cerqueti
Research output
:
Contribution to journal
›
Article
›
peer-review
15
Citations (Scopus)
Overview
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Dive into the research topics of 'Multiple breaks detection in financial interval-valued time series'. Together they form a unique fingerprint.
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Keyphrases
Interval-valued Time Series
100%
Multiple Breaks
100%
Breakpoint Detection
100%
Financial Time Series
40%
Stock Prices
40%
Structural Breaks
40%
High Variability
20%
Multiple Structural Breaks
20%
Structural Break Detection
20%
Series Type
20%
Expert System
20%
Atheoretical Regression Trees
20%
Closing Price
20%
American International Group
20%
Mathematics
Regression tree
100%
Time Unit
100%
Computer Science
Financial Time
100%
Regression Tree
50%
Expert System
50%
Economics, Econometrics and Finance
Time Series
100%
Stock Price
28%
Outlier
14%