Prediction problem for target events based on the inter-event waiting time
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DOI: 10.1016/j.physa.2010.07.033
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Cited by:
- Pyrlik, Vladimir, 2013. "Autoregressive conditional duration as a model for financial market crashes prediction," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(23), pages 6041-6051.
- Gromov, Vasilii A. & Dang, Quynh Nhu, 2023. "Semantic and sentiment trajectories of literary masterpieces," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
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Keywords
Loss function; Coefficient of variation; Earthquake prediction; Prediction of crashes;All these keywords.
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