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Hidden interactions in financial markets
The hidden nature of causality is a puzzling, yet critical notion for effective decision-making. Financial markets are characterized by fluctuating interdependencies which seldom give rise to emergent phenomena such as bubbles or crashes. In this paper, we propose a method based on symbolic dynamics...
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| Publicado no: | Proc Natl Acad Sci U S A |
|---|---|
| Main Authors: | , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
National Academy of Sciences
2019
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC6561208/ https://ncbi.nlm.nih.gov/pubmed/31085649 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1073/pnas.1819449116 |
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