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Applied Mathematical Finance Volume 27, 2020 - Issue 5
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Research Article

Sequential Hypothesis Testing in Machine Learning, and Crude Oil Price Jump Size Detection

Michael RobertsDepartment of Mathematics, North Dakota State University, Fargo, ND, USACorrespondence[email protected]
&
Indranil SenGuptaDepartment of Mathematics, North Dakota State University, Fargo, ND, USA
Pages 374-395 | Received 17 Apr 2020, Accepted 02 Dec 2020, Published online: 11 Jan 2021

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Read on this site (2)

Xianfei Hui, Baiqing Sun, Hui Jiang & Indranil SenGupta. (2023) Analysis of stock index with a generalized BN-S model: an approach based on machine learning and fuzzy parameters. Stochastic Analysis and Applications 41:5, pages 938-957.
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Maria Mariani & Osei Kofi Tweneboah. (2022) Modeling high frequency stock market data by using stochastic models. Stochastic Analysis and Applications 40:4, pages 573-588.
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Articles from other publishers (6)

Xianfei Hui, Baiqing Sun, Indranil SenGupta, Yan Zhou & Hui Jiang. (2023) Stochastic volatility modeling of high-frequency CSI 300 index and dynamic jump prediction driven by machine learning. Electronic Research Archive 31:3, pages 1365-1386.
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Shantanu Awasthi, Indranil SenGupta, William Wilson & Prithviraj Lakkakula. (2022) Machine learning and neural network based model predictions of soybean export shares from US Gulf to China . Statistical Analysis and Data Mining: The ASA Data Science Journal 15:6, pages 707-721.
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Treena Basu, Olaf Menzer, Joshua Ward & Indranil SenGupta. (2022) A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series. Risks 10:2, pages 39.
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Humayra Shoshi, Erik Hanson, William Nganje & Indranil SenGupta. (2021) Stochastic Analysis and Neural Network-Based Yield Prediction with Precision Agriculture. Journal of Risk and Financial Management 14:9, pages 397.
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Huantian Xie & Nenghui Kuang. (2021) Least squares type estimations for discretely observed nonergodic Gaussian Ornstein-Uhlenbeck processes of the second kind. AIMS Mathematics 7:1, pages 1095-1114.
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Minglian Lin & Indranil SenGupta. (2021) Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model. SIAM Journal on Financial Mathematics 12:4, pages 1596-1624.
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