Intelligent techniques for the identification of outliers in financial time series.

In our work, we study two special cases, innovational outliers and additive outliers.

Saved in:
Bibliographic Details
Main Authors: Chiah, Hwee Seong., Showbhik Kalra., Tan, Harry Hay Leng.
Other Authors: Saw, Sutaip Leng Chooi
Format: Theses and Dissertations
Language:English
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/7166
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English