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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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MDPI
2023
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| 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 |