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 significant memory and computing time limitations to extract crisis information from a correla... https://excellentphoto.shop/product-category/camera-battery-charger/
Efficient Multi-Change Point Analysis to Decode Economic Crisis Information from the S&P500 Mean Market Correlation
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