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https://research.matf.bg.ac.rs/handle/123456789/1895| Title: | On Recent Developments in Change Point Analysis using Integral Transforms | Authors: | Lukić, Žikica Milošević, Bojana |
Affiliations: | Probability and Mathematical Statistics Probability and Mathematical Statistics |
Issue Date: | 2023 | Rank: | M64 | Publisher: | Beograd : Matematički fakultet | Related Publication(s): | 13. Simpozijum "Matematika i primene" : Knjiga apstrakata=13th Symposium "Mathematics and applications" : Book of abstracts | Conference: | Simpozijum "Matematika i primene"(13 ; 2023 ; Beograd) | Abstract: | The primary objective of this presentation is to showcase several recent developments in testing methodologies for change point analysis. We propose employing a novel approach inspired by the concept presented in [1], utilizing different integral transforms. To underscore the real-world significance of the novel tests, we apply them to analyze the latest cryptocurrency data. The financial applications we emphasize are applicable in the context of algorithmic trading of volatile assets. |
URI: | https://research.matf.bg.ac.rs/handle/123456789/1895 |
| Appears in Collections: | Research outputs |
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