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Implement local statistical features #13

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rmsare opened this issue Sep 17, 2019 · 0 comments
Open
1 task

Implement local statistical features #13

rmsare opened this issue Sep 17, 2019 · 0 comments
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enhancement New feature or request wish list Large new feature, or non-critical but useful feature

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rmsare commented Sep 17, 2019

  • Implement various local statistical features (skewness, kurtosis, frequency of each return number)

e.g. Anderson et al 2018 https://www.sciencedirect.com/science/article/pii/S1470160X17306027
@rmsare rmsare added the enhancement New feature or request label Sep 17, 2019
@rmsare rmsare self-assigned this Sep 17, 2019
@rmsare rmsare added the wish list Large new feature, or non-critical but useful feature label Oct 9, 2019
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