UPDF AI

Multi-Scale Event Detection in Financial Time Series

Diego Silva de Salles,Cristiane Géa,4 Authors,E. Ogasawara

2024 · DOI: 10.1007/s10614-024-10582-9
Computational Economics · 2 Citations

TLDR

The results identified a correlation between the uncertainty variations in the EPU and events detected in a financial time series, which allows us to specify a set of time series where the influence of uncertainty generates acceptable events for a specific investment profile, thus mitigating the risk in the investment.