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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2014
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| Materias: | |
| 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 |