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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| Hauptverfasser: | , , |
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| Format: | Artigo |
| Sprache: | Inglês |
| Veröffentlicht: |
MDPI AG
2023-02-01
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| Schriftenreihe: | Entropy |
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| Online-Zugang: | https://www.mdpi.com/1099-4300/25/2/370 |
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