Finance
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[Finance][Time series] Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based Approach(IEEE 2022)Paper Review(논문이야기) 2025. 2. 17. 16:42
https://ieeexplore.ieee.org/document/9741807/ Unsupervised Change Point Detection and Trend Prediction for Financial Time-Series Using a New CUSUM-Based ApproachThe aim of this research is to propose a binary segmentation algorithm to detect the change points in financial time-series based on the Iterative Cumulative Sum of Squares (ICSS). The proposed algorithm, entitled KW-ICSS, utilizes the n..