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

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

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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:	DRNTU::Business::Finance::Mathematical finance
Online Access:	http://hdl.handle.net/10356/7166
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Institution:	Nanyang Technological University
Language:	English

id	sg-ntu-dr.10356-7166
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spelling	sg-ntu-dr.10356-71662024-01-12T10:19:20Z Intelligent techniques for the identification of outliers in financial time series. Chiah, Hwee Seong. Showbhik Kalra. Tan, Harry Hay Leng. Saw, Sutaip Leng Chooi Nanyang Business School DRNTU::Business::Finance::Mathematical finance In our work, we study two special cases, innovational outliers and additive outliers. Master of Science (Financial Engineering) 2008-09-18T07:40:56Z 2008-09-18T07:40:56Z 2002 2002 Thesis http://hdl.handle.net/10356/7166 en Nanyang Technological University 60 p. application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
language	English
topic	DRNTU::Business::Finance::Mathematical finance
spellingShingle	DRNTU::Business::Finance::Mathematical finance Chiah, Hwee Seong. Showbhik Kalra. Tan, Harry Hay Leng. Intelligent techniques for the identification of outliers in financial time series.
description	In our work, we study two special cases, innovational outliers and additive outliers.
author2	Saw, Sutaip Leng Chooi
author_facet	Saw, Sutaip Leng Chooi Chiah, Hwee Seong. Showbhik Kalra. Tan, Harry Hay Leng.
format	Theses and Dissertations
author	Chiah, Hwee Seong. Showbhik Kalra. Tan, Harry Hay Leng.
author_sort	Chiah, Hwee Seong.
title	Intelligent techniques for the identification of outliers in financial time series.
title_short	Intelligent techniques for the identification of outliers in financial time series.
title_full	Intelligent techniques for the identification of outliers in financial time series.
title_fullStr	Intelligent techniques for the identification of outliers in financial time series.
title_full_unstemmed	Intelligent techniques for the identification of outliers in financial time series.
title_sort	intelligent techniques for the identification of outliers in financial time series.
publishDate	2008
url	http://hdl.handle.net/10356/7166
_version_	1789483041936113664

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

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