Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach-Reference-Cited by-同舟云学术

Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach

Published:2022 Issue: Volume:10 Page:34690-34705
ISSN:2169-3536
Container-title:IEEE Access
language:
Short-container-title:IEEE Access

Author:

Kim Kyungwon¹^ORCID,Park Ji Hwan²^ORCID,Lee Minhyuk³^ORCID,Song Jae Wook²^ORCID

Affiliation:

1. Division of International Trade, Incheon National University, Incheon, Republic of Korea

2. Department of Industrial Engineering, Hanyang University, Seoul, Republic of Korea

3. Department of Business Administration, Pusan National University, Busan, Republic of Korea

Funder

Incheon National University Research Grant, in 2021

Publisher

Institute of Electrical and Electronics Engineers (IEEE)

Subject

General Engineering,General Materials Science,General Computer Science

Link

http://xplorestaging.ieee.org/ielx7/6287639/9668973/09741807.pdf?arnumber=9741807

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