Online Outlier Detection in Financial Time Series
In this Master’s thesis, different models for outlier detection in financial time series are examined. The financial time series are price series such as index prices or asset prices. Outliers are, in this thesis, defined as extreme and false points, but this definition is also investigated and revised....
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| Format: | Others |
| Language: | English |
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KTH, Matematisk statistik
2018
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-228069 |