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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.

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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
ID Code:21969
Deposited By:Mr Erwan Roslan
Deposited On:18 Apr 2011 11:10
Last Modified:18 Apr 2011 11:10

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