most citedStationarity analysis of the stock market data and its application to mechanical trading

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1 paper

q-fin.ST2021★ 1 cited

Stationarity analysis of the stock market data and its application to mechanical trading

Kazuki Kanehira, Norikazu Todoroki

This study proposes a scheme for stationarity analysis of stock price fluctuations based on KMO-Langevin theory. Using this scheme, we classify the time-series data of stock pr…