LAUSR

Multivariate cumulants in outlier detection for financial data analysis

Sign Up to like & get
recommendations!
0 Published in 2020 at "Physica A: Statistical Mechanics and its Applications"

DOI: 10.1016/j.physa.2020.124995

Abstract: There are many research papers yielding the financial data models, where returns are tied either to the fundamental analysis or to the individual, often irrational, behaviour of investors. In the second case the bubble followed… read more here.

Keywords: analysis; multivariate cumulants; detection; financial data ... See more keywords