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Intrinsic Multi-Scale Dynamic Behaviors of Complex Financial Systems

The empirical mode decomposition is applied to analyze the intrinsic multi-scale dynamic behaviors of complex financial systems. In this approach, the time series of the price returns of each stock is decomposed into a small number of intrinsic mode functions, which represent the price motion from h...

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Detalhes bibliográficos
Publicado no:PLoS One
Main Authors: Ouyang, Fang-Yan, Zheng, Bo, Jiang, Xiong-Fei
Formato: Artigo
Idioma:Inglês
Publicado em: Public Library of Science 2015
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC4591268/
https://ncbi.nlm.nih.gov/pubmed/26427063
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0139420
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