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Change point detection in time series using mixed integer programming. / Семёнов, Александр Владимирович; Скроботов, Антон Андреевич; Прохоров, Артем Борисович.

2021. Paper presented at 15th International Conference Computational and Financial Econometrics (CFE 2021).

Research output: Contribution to conference › Paper › peer-review

Harvard

Семёнов, АВ, Скроботов, АА & Прохоров, АБ 2021, 'Change point detection in time series using mixed integer programming', Paper presented at 15th International Conference Computational and Financial Econometrics (CFE 2021), 18/12/21 - 20/02/22. <http://www.cmstatistics.org/RegistrationsV2/CFE2021/viewSubmission.php?in=1443&token=ro845p523osrp9p61qs22n6op1391444>

APA

Семёнов, А. В., Скроботов, А. А., & Прохоров, А. Б. (2021). Change point detection in time series using mixed integer programming. Paper presented at 15th International Conference Computational and Financial Econometrics (CFE 2021). http://www.cmstatistics.org/RegistrationsV2/CFE2021/viewSubmission.php?in=1443&token=ro845p523osrp9p61qs22n6op1391444

Vancouver

Семёнов АВ, Скроботов АА, Прохоров АБ. Change point detection in time series using mixed integer programming. 2021. Paper presented at 15th International Conference Computational and Financial Econometrics (CFE 2021).

Author

Семёнов, Александр Владимирович ; Скроботов, Антон Андреевич ; Прохоров, Артем Борисович. / Change point detection in time series using mixed integer programming. Paper presented at 15th International Conference Computational and Financial Econometrics (CFE 2021).

BibTeX

@conference{88524ecac7104839bddd8a12d95e81ab,
title = "Change point detection in time series using mixed integer programming",
author = "Семёнов, {Александр Владимирович} and Скроботов, {Антон Андреевич} and Прохоров, {Артем Борисович}",
year = "2021",
language = "English",
note = "null ; Conference date: 18-12-2021 Through 20-02-2022",
url = "http://www.cfenetwork.org/CFE2021/",

}

RIS

TY - CONF

T1 - Change point detection in time series using mixed integer programming

AU - Семёнов, Александр Владимирович

AU - Скроботов, Антон Андреевич

AU - Прохоров, Артем Борисович

PY - 2021

Y1 - 2021

M3 - Paper

Y2 - 18 December 2021 through 20 February 2022

ER -

ID: 92712717