Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection Article

Roberts, Michael, SenGupta, Indranil. (2020). Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection . Applied Mathematical Finance, 27(5), 374-395. 10.1080/1350486x.2020.1859943

cited authors

  • Roberts, Michael; SenGupta, Indranil

authors

publication date

  • September 2, 2020

published in

keywords

  • 49 Mathematical Sciences
  • 4905 Statistics
  • Machine Learning and Artificial Intelligence
  • Networking and Information Technology R&D (NITRD)

Digital Object Identifier (DOI)

start page

  • 374

end page

  • 395

volume

  • 27

issue

  • 5