Non-Stationarity in Financial Time Series: A Unifying Survey on Drift Detection, Adaptive Learning, and Evaluation

SSRN Electronic Journal 2026 Preprint Open access

Read full text

Authors: Davi Medeiros Cabral, Adriano L. I. Oliveira, Gustavo H. F. M. Oliveira, Adriano M. A. Lima

DOI: 10.2139/ssrn.6170273

Cited by: 0

Fields of Study & Subjects

Data Stream Mining Techniques Stock Market Forecasting Methods Fault Detection and Control Systems