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IJAMSS - Collective Behaviour Detection of Stock Markets - Heba Elsegai by iaset123 is a document available to read on EtoBox.
ABSTRACT The inference of interconnectivity structure between different stochastic processes is of particular interest, in many fields such as the study of stock markets. A typical assumption in the estimation process of causal inference is stationarity, which violates the applicability of existing statistical analysis techniques. For this purpose, the most recent numerical algorithm called Auto-Regressive Estimation (ARE) algorithm has been successfully applied to EEG Brain data for detecting diseases
- Author
- iaset123
- Language
- EN