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.

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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 > QA1-939 Mathematics
    Divisions: Pusat Pengajian Sains Matematik (School of Mathematical Sciences)
    Depositing User: Mr Erwan Roslan
    Date Deposited: 18 Apr 2011 11:10
    Last Modified: 13 Jul 2013 16:29
    URI: http://eprints.usm.my/id/eprint/21969

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