To run the code simply execute main.m
Datasets:
The Benchmarks folder contains three financial time series datasets used for testing and evaluating the code.
HSI_Index.matcorresponds to HSI time series.SSE_Index.matcorresponds to the SSE time series.SandP_Index.matcorresponds to the SPX time series.
If you have any questions, do not hesitate to reach me via Linkedin or email: h.nasiri@aut.ac.ir
Thank you so much for your attention.