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Extracting the multi-timescale activity patterns of online financial markets
Online financial markets can be represented as complex systems where trading dynamics can be captured and characterized at different resolutions and time scales. In this work, we develop a methodology based on non-negative tensor factorization (NTF) aimed at extracting and revealing the multi-timesc...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2018
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6060124/ https://www.ncbi.nlm.nih.gov/pubmed/30046150 http://dx.doi.org/10.1038/s41598-018-29537-w |