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Please use this identifier to cite or link to this item: https://research.matf.bg.ac.rs/handle/123456789/1895
DC FieldValueLanguage
dc.contributor.authorLukić, Žikicaen_US
dc.contributor.authorMilošević, Bojanaen_US
dc.date.accessioned2025-04-03T19:32:24Z-
dc.date.available2025-04-03T19:32:24Z-
dc.date.issued2023-
dc.identifier.urihttps://research.matf.bg.ac.rs/handle/123456789/1895-
dc.description.abstractThe 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.en_US
dc.language.isoenen_US
dc.publisherBeograd : Matematički fakulteten_US
dc.titleOn Recent Developments in Change Point Analysis using Integral Transformsen_US
dc.typeConference Objecten_US
dc.relation.conferenceSimpozijum "Matematika i primene"(13 ; 2023 ; Beograd)en_US
dc.relation.publication13. Simpozijum "Matematika i primene" : Knjiga apstrakata=13th Symposium "Mathematics and applications" : Book of abstractsen_US
dc.identifier.urlhttps://simpozijum.matf.bg.ac.rs/KNJIGA_APSTRAKATA_2023.pdf-
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.contributor.affiliationProbability and Mathematical Statisticsen_US
dc.description.rankM64en_US
item.grantfulltextnone-
item.cerifentitytypePublications-
item.openairecristypehttp://purl.org/coar/resource_type/c_18cf-
item.openairetypeConference Object-
item.fulltextNo Fulltext-
item.languageiso639-1en-
crisitem.author.deptProbability and Statistics-
crisitem.author.deptProbability and Statistics-
crisitem.author.orcid0000-0002-1964-7539-
crisitem.author.orcid0000-0001-8243-9794-
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