IEEE - Institute of Electrical and Electronics Engineers, Inc. - Detection of outliers in the financial time series using ARIMA models

2018 Applications of Electromagnetics in Modern Techniques and Medicine (PTZE)

Author(s): Duraj Agnieszka ; Ludwicka Magdalena
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2018
Conference Location: Raclawice, Poland
Conference Date: 9 September 2018
Page(s): 49 - 52
ISBN (CD): 978-1-7281-1177-3
ISBN (Electronic): 978-1-5386-6936-5
DOI: 10.1109/PTZE.2018.8503260
Regular:

The subject of this work is a comparative analysis of selected models used to describe the volatility of financial time series with attention to the problem of exceptions. According to the... View More

Advertisement