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

Detecting Regime Change in Computational Finance ◽

10.1201/9781003087595-6 ◽

2020 ◽

pp. 79-91

Author(s):

Jun Chen ◽

Edward P K Tsang

Keyword(s):

Regime Change ◽

Algorithmic Trading

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Classification of Normal and Abnormal Regimes in Financial Markets

Detecting Regime Change in Computational Finance ◽

10.1201/9781003087595-4 ◽

2020 ◽

pp. 39-58

Author(s):

Jun Chen ◽

Edward P K Tsang

Keyword(s):

Financial Markets

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Regime Change Detection Using Directional Change Indicators

Detecting Regime Change in Computational Finance ◽

10.1201/9781003087595-3 ◽

2020 ◽

pp. 21-38

Author(s):

Jun Chen ◽

Edward P K Tsang

Keyword(s):

Change Detection ◽

Regime Change ◽

Directional Change

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Introduction

Detecting Regime Change in Computational Finance ◽

10.1201/9781003087595-1 ◽

2020 ◽

pp. 1-4

Author(s):

Jun Chen ◽

Edward P K Tsang

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Conclusions

Detecting Regime Change in Computational Finance ◽

10.1201/9781003087595-7 ◽

2020 ◽

pp. 93-100

Author(s):

Jun Chen ◽

Edward P K Tsang

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Tracking Regime Changes Using Directional Change Indicators

Detecting Regime Change in Computational Finance ◽

10.1201/9781003087595-5 ◽

2020 ◽

pp. 59-77

Author(s):

Jun Chen ◽

Edward P K Tsang

Keyword(s):

Regime Changes ◽

Directional Change

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Background and Literature Survey

Detecting Regime Change in Computational Finance ◽

10.1201/9781003087595-2 ◽

2020 ◽

pp. 5-19

Author(s):

Jun Chen ◽

Edward P K Tsang

Keyword(s):

Literature Survey

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