Name
Title | ||
|---|---|---|
Regime Change Detection Using Directional Change Indicators in the Foreign Exchange Market to Chart Brexit. |
Abstract | ||
|---|---|---|
A regime change is a significant change in the collective trading behaviour in a financial market. Being able to detect the occurrence of regime change could lead to a better understanding and monitoring of financial markets. In this paper, a novel method is proposed to detect regime change, which makes use of a data-driven approach, that of directional change (DC). Compared to the conventional ap... |
Year | DOI | Venue |
|---|---|---|
2018 | 10.1109/TETCI.2017.2775235 | IEEE Transactions on Emerging Topics in Computational Intelligence |
Keywords | DocType | Volume |
Time series analysis,Hidden Markov models,Time measurement,Market research,Economics,Switches,Monitoring | Journal | 2 |
Issue | Citations | PageRank |
3 | 2 | 0.42 |
References | Authors | |
0 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| edward tsang | 1 | 2 | 1.09 |
| Jun Chen | 2 | 3 | 1.49 |