Jump Detection and Noise Separation by a Singular Wavelet Method for Predictive Analytics of High-Frequency Data
Crossref DOI link: https://doi.org/10.1007/s10614-019-09881-3
Published Online: 2019-02-19
Published Print: 2019-08
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Chen, Yi-Ting
Lai, Wan-Ni
Sun, Edward W.
Funding for this research was provided by:
DAAD (ST34-AP)
C&S InfoTech Germany
Text and Data Mining valid from 2019-02-19
Article History
Accepted: 17 January 2019
First Online: 19 February 2019