Detecting Regime Change in Computational Finance
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Published By Chapman And Hall/CRC

9781003087595
Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

Algorithmic Trading Based on Regime Change Tracking

2020 ◽  
pp. 79-91
Author(s):  
Jun Chen ◽  
Edward P K Tsang
Keyword(s):  
Regime Change ◽  
Algorithmic Trading

Classification of Normal and Abnormal Regimes in Financial Markets

2020 ◽  
pp. 39-58
Author(s):  
Jun Chen ◽  
Edward P K Tsang
Keyword(s):  
Financial Markets

Regime Change Detection Using Directional Change Indicators

2020 ◽  
pp. 21-38
Author(s):  
Jun Chen ◽  
Edward P K Tsang
Keyword(s):  
Change Detection ◽  
Regime Change ◽  
Directional Change

Introduction

2020 ◽  
pp. 1-4
Author(s):  
Jun Chen ◽  
Edward P K Tsang

Conclusions

2020 ◽  
pp. 93-100
Author(s):  
Jun Chen ◽  
Edward P K Tsang

Tracking Regime Changes Using Directional Change Indicators

2020 ◽  
pp. 59-77
Author(s):  
Jun Chen ◽  
Edward P K Tsang
Keyword(s):  
Regime Changes ◽  
Directional Change

Background and Literature Survey

2020 ◽  
pp. 5-19
Author(s):  
Jun Chen ◽  
Edward P K Tsang
Keyword(s):  
Literature Survey
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