"Spike It Up: Enhancing STL with Spike Detection for Intraday Volatility ..."

Greeshma Balabhadra (2024)

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DOI: 10.1145/3686592.3686593

access: closed

type: Conference or Workshop Paper

metadata version: 2024-12-22

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Greeshma Balabhadra:
Spike It Up: Enhancing STL with Spike Detection for Intraday Volatility and Liquidity Forecasting. ICoMS 2024: 1-6

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