Classification of Normal and Abnormal Regimes in Financial Markets
When financial market conditions change, traders adopt different strategies. The traders’ collective behaviour may cause significant changes in the statistical properties of price movements. When this happens, the market is said to have gone through “regime changes„. Th...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2018-12-01
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| Series: | Algorithms |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1999-4893/11/12/202 |