Detecting Change in a Volatile Curve United State Stock Market (US SM) with the Use of Automated Decomposition for Time Series Components
- DOI
- 10.9734/ajrcos/2024/v17i5440
- Published
- 2024-03-06
- Container
- Asian Journal of Research in Computer Science
- Publisher
- Sciencedomain International
- Open access
- unknown
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Cite this work
BibTeX
@article{allodium:10.9734/ajrcos/2024/v17i5440,
title = {Detecting Change in a Volatile Curve United State Stock Market (US SM) with the Use of Automated Decomposition for Time Series Components},
author = {Ajare Emmanuel Oloruntoba and Adefabi Adekunle and Olorunpomi Temitope Olubunmi},
year = {2024},
journal = {Asian Journal of Research in Computer Science},
doi = {10.9734/ajrcos/2024/v17i5440},
url = {https://doi.org/10.9734/ajrcos/2024/v17i5440}
}RIS
TY - JOUR TI - Detecting Change in a Volatile Curve United State Stock Market (US SM) with the Use of Automated Decomposition for Time Series Components AU - Ajare Emmanuel Oloruntoba AU - Adefabi Adekunle AU - Olorunpomi Temitope Olubunmi PY - 2024 JO - Asian Journal of Research in Computer Science DO - 10.9734/ajrcos/2024/v17i5440 UR - https://doi.org/10.9734/ajrcos/2024/v17i5440 ER -
APA
Oloruntoba, A. E., Adekunle, A., & Olubunmi, O. T. (2024). Detecting Change in a Volatile Curve United State Stock Market (US SM) with the Use of Automated Decomposition for Time Series Components. Asian Journal of Research in Computer Science. https://doi.org/10.9734/ajrcos/2024/v17i5440
Source records
- crossref · retrieved 2026-09-26T21:53:14.548Z