HIGHLIGHTS
- who: Jean-Marc Le Caillec from the (UNIVERSITY) have published the paper: Hypothesis Testing Fusion for Nonlinearity Detection in Hedge Fund Price Returns, in the Journal: Algorithms 2022, 15, 260. of /2022/
- what: The aim of this paper is to provide an algorithm to validate the linearity of the HF return model. To expose the process of TS nonlinearity detection, the fusion algorithm and its application to HFs, the authors develop two points:. These databases, respectively, provided by TASS and Standard and Poors (S and amp;P), contain several styles of HFs and the authors . . .
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