Open AccessGreedy Online Classification of Persistent Market States Using Realized Intraday Volatility Features
Author(s) -
Peter Nystrup,
Petter N. Kolm,
Erik Lindström
Publication year - 2020
Publication title -
the journal of financial data science
Language(s) - English
Resource type - Journals
eISSN - 2640-3951
pISSN - 2640-3943
DOI - 10.3905/jfds.2020.2.3.025
Subject(s) - classifier (uml) , computer science , estimator , artificial intelligence , parsing , machine learning , pattern recognition (psychology) , data mining , mathematics , statistics
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