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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Main Authors: | Chiah, Hwee Seong., Showbhik Kalra., Tan, Harry Hay Leng. |
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Other Authors: | Saw, Sutaip Leng Chooi |
Format: | Theses and Dissertations |
Language: | English |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/7166 |
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Institution: | Nanyang Technological University |
Language: | English |
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