Optimal Segmented Linear Regression for Financial Time Series Segmentation

Chi-Jen Wu, Wei-Sheng Zeng, Jan-Ming Ho. Optimal Segmented Linear Regression for Financial Time Series Segmentation. In 2021 International Conference on Data Mining, ICDM 2021 - Workshops, Auckland, New Zealand, December 7-10, 2021. pages 623-630, IEEE, 2021. [doi]

Abstract

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