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Sequential hypothesis testing in machine learning, and crude oil price jump size detection
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Roberts, Michael, SenGupta, Indranil. (2020). Sequential hypothesis testing in machine learning, and crude oil price jump size detection .
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Roberts, Michael, SenGupta, Indranil. (2020). Sequential hypothesis testing in machine learning, and crude oil price jump size detection .
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cited authors
Roberts, Michael; SenGupta, Indranil
authors
Sengupta, Indranil
publication date
April 19, 2020
webpage
http://dx.doi.org/10.1080/1350486X.2020.1859943
http://arxiv.org/abs/2004.08889v3
Research
keywords
91G70, 60G51
q-fin.MF
stat.ME
stat.ML