Detecting Nonlinear Interactions in Complex Systems: Application in Financial Markets

Emerging or diminishing nonlinear interactions in the evolution of a complex system may signal a possible structural change in its underlying mechanism. This type of structural break may exist in many applications, such as in climate and finance, and standard methods for change-point detection may n...

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Detalles Bibliográficos
Autores principales: Fotiadis, Akylas, Vlachos, Ioannis, Kugiumtzis, Dimitris
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9954853/
https://www.ncbi.nlm.nih.gov/pubmed/36832737
http://dx.doi.org/10.3390/e25020370

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9954853/
https://www.ncbi.nlm.nih.gov/pubmed/36832737
http://dx.doi.org/10.3390/e25020370

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