Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation

Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understanding the overall economic dynamics. We introduce an open-source available efficient Python implementation of a Bayesian multi-trend change point analysis, which solves signifi...

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Detalles Bibliográficos
Autores principales: Heßler, Martin, Wand, Tobias, Kamps, Oliver
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10528104/
https://www.ncbi.nlm.nih.gov/pubmed/37761564
http://dx.doi.org/10.3390/e25091265

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10528104/
https://www.ncbi.nlm.nih.gov/pubmed/37761564
http://dx.doi.org/10.3390/e25091265

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