Time-scale and memory in financial time series : a data mining approach
Financial time series analysis is a highly empirical discipline concerned with the evolution of the price of an asset. The key feature that distinguishes financial time series from time series of other scientific domains is the element of uncertainty that they contain. The recent financial crisis ha...
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Imperial College London
2015
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.693995 |