Cargando…
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...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2017
|
| Materias: | |
| 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 |