Algorithms for Noisy and Nonstationary Data: Advances in Financial Time Series Forecasting and Pattern Detection with Machine Learning

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Algorithms for Noisy and Nonstationary Data: Advances in Financial Time Series Forecasting and Pattern Detection with Machine Learning

Zlicar, Blaz; (2018) Algorithms for Noisy and Nonstationary Data: Advances in Financial Time Series Forecasting and Pattern Detection with Machine Learning. Doctoral thesis (Ph.D), UCL (University College London).

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Type:	Thesis (Doctoral)
Qualification:	Ph.D
Title:	Algorithms for Noisy and Nonstationary Data: Advances in Financial Time Series Forecasting and Pattern Detection with Machine Learning
Event:	UCL (University College London)
Language:	English
UCL classification:	UCL UCL > Provost and Vice Provost Offices UCL > Provost and Vice Provost Offices > UCL BEAMS UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science UCL > Provost and Vice Provost Offices > UCL BEAMS > Faculty of Engineering Science > Dept of Computer Science
URI:	https://discovery.ucl.ac.uk/id/eprint/10043123

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