Open AccessRetrospective technology of segmentation and classification for GARCH models based on the concept of the $ \epsilon $-complexity of continuous functions
Author(s) -
Alexandra Piryatinska,
B. S. Darkhovsky
Publication year - 2022
Publication title -
data science in finance and economics
Language(s) - English
Resource type - Journals
ISSN - 2769-2140
DOI - 10.3934/dsfe.2022012
Subject(s) - concatenation (mathematics) , series (stratigraphy) , segmentation , autoregressive conditional heteroskedasticity , partition (number theory) , homogeneous , computer science , categorization , analogy , time series , pattern recognition (psychology) , artificial intelligence , algorithm , mathematics , machine learning , econometrics , combinatorics , volatility (finance) , paleontology , linguistics , philosophy , biology
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom