Schlagwörter
econophysics
2
Bayesian estimation
1
Bayesian multi-change point analysis
1
Langevin equation
1
S&P500
1
computationally efficient open-source python implementation
1
economic crises
1
linear trend segment fit
1
market factor
1
market mode
1
mean market correlation
1
memory effects
1
non-Markovian dynamics
1