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Adaptive algorithms for change point detection in financial time series. / Мусаев, Александр Азерович; Григорьев, Дмитрий Алексеевич; Колосов, Максим.

In: AIMS Mathematics, Vol. 9, No. 12, 2024, p. 35238-35263.

Research output: Contribution to journal › Article › peer-review

Harvard

Мусаев, АА, Григорьев, ДА & Колосов, М 2024, 'Adaptive algorithms for change point detection in financial time series', AIMS Mathematics, vol. 9, no. 12, pp. 35238-35263. https://doi.org/10.3934/math.20241674

APA

Мусаев, А. А., Григорьев, Д. А., & Колосов, М. (2024). Adaptive algorithms for change point detection in financial time series. AIMS Mathematics, 9(12), 35238-35263. https://doi.org/10.3934/math.20241674

Vancouver

Мусаев АА, Григорьев ДА, Колосов М. Adaptive algorithms for change point detection in financial time series. AIMS Mathematics. 2024;9(12):35238-35263. https://doi.org/10.3934/math.20241674

Author

Мусаев, Александр Азерович ; Григорьев, Дмитрий Алексеевич ; Колосов, Максим. / Adaptive algorithms for change point detection in financial time series. In: AIMS Mathematics. 2024 ; Vol. 9, No. 12. pp. 35238-35263.

BibTeX

@article{e071dfe4ba1a49c0a84de95c98ae47eb,
title = "Adaptive algorithms for change point detection in financial time series",
author = "Мусаев, {Александр Азерович} and Григорьев, {Дмитрий Алексеевич} and Максим Колосов",
year = "2024",
doi = "10.3934/math.20241674",
language = "English",
volume = "9",
pages = "35238--35263",
journal = "AIMS Mathematics",
issn = "2473-6988",
publisher = "AIMS Press",
number = "12",

}

RIS

TY - JOUR

T1 - Adaptive algorithms for change point detection in financial time series

AU - Мусаев, Александр Азерович

AU - Григорьев, Дмитрий Алексеевич

AU - Колосов, Максим

PY - 2024

Y1 - 2024

U2 - 10.3934/math.20241674

DO - 10.3934/math.20241674

M3 - Article

VL - 9

SP - 35238

EP - 35263

JO - AIMS Mathematics

JF - AIMS Mathematics

SN - 2473-6988

IS - 12

ER -

ID: 128611087