Jump Detection in Financial Time Series using Machine Learning Algorithms

Published in Soft Computing, 2020

Recommended citation: Au Yeung, J. F. K., Wei, Z., Chan, K. Y., Lau, H. Y. K., & Yiu, K. F. C. (2020). "Jump Detection in Financial Time Series using Machine Learning Algorithms." Soft Computing, 24(3), 1789-1801.