Model-Based Filtering via Finite Skew Normal Mixture for Stock Data
This paper proposes a flexible finite mixture model framework using multivariate skew normal distribution for banking and credit institutions’ stock data in Iran. This method clusters time series stocks data of Iranian banks and credit institutions to filter those data into four groups. The proposed...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Atlantis Press
2020-09-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/125944508/view |