Detection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data

We extend the concept of statistical symmetry as the invariance of a probability distribution under transformation to analyze binary sign time series data of price difference from the foreign exchange market. We model segments of the sign time series as Markov sequences and apply a local hypothesis...

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Detalles Bibliográficos
Autores principales: Yamashita Rios de Sousa, Arthur Matsuo, Takayasu, Hideki, Takayasu, Misako
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2017
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5436817/
https://www.ncbi.nlm.nih.gov/pubmed/28542208
http://dx.doi.org/10.1371/journal.pone.0177652

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5436817/
https://www.ncbi.nlm.nih.gov/pubmed/28542208
http://dx.doi.org/10.1371/journal.pone.0177652

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