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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| Principais autores: | , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
MDPI AG
2023-02-01
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| coleção: | Entropy |
| Assuntos: | |
| Acesso em linha: | https://www.mdpi.com/1099-4300/25/2/370 |
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