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Detecting The Regime Shift Via Wavelet Transform.

Al Wadi, S and Ismail, Mohd Tahir (2010) Detecting The Regime Shift Via Wavelet Transform. In: 2010 2nd International Conference On Computer Engineering And Technology, 16-18 April 2010, Chengdu,Sichuan,China .

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Abstract

Recently, regime shifts or structure breaks had acquired very high attention in analyzing financial time series data.

Item Type:Conference or Workshop Item (Paper)
Subjects:Q Science > QA Mathematics > QA1 Mathematics (General)
ID Code:19369
Deposited By:Mr Erwan Roslan
Deposited On:29 Sep 2010 07:26
Last Modified:29 Sep 2010 07:26

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