Financial time series analysis based on information categorization method

The paper mainly applies the information categorization method to analyze the financial time series. The method is used to examine the similarity of different sequences by calculating the distances between them. We apply this method to quantify the similarity of different stock markets. And we repor...

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Detalles Bibliográficos
Autores principales: Tian, Qiang, Shang, Pengjian, Feng, Guochen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2014
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7126836/
https://www.ncbi.nlm.nih.gov/pubmed/32288089
http://dx.doi.org/10.1016/j.physa.2014.08.055

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7126836/
https://www.ncbi.nlm.nih.gov/pubmed/32288089
http://dx.doi.org/10.1016/j.physa.2014.08.055

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