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IEICE Trans

Keyword : trend detection

A Trend-Shift Model for Global Factor Analysis of Investment Products
Makoto KIRIHATA Qiang MA 
Publication:   IEICE TRANSACTIONS on Information and Systems
Publication Date: 2019/11/01
Vol. E102-D  No. 11 ; pp. 2205-2213
Type of Manuscript:  PAPER
Category: Artificial Intelligence, Data Mining
Keyword: 
factor analysis, state space model, trend detection, 
 Summary | Full Text:PDF