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Financial time series analysis based on information categorization method

The paper mainly applies the information categorization method to analyze the financial time series. The method is used to examine the similarity of different sequences by calculating the distances between them. We apply this method to quantify the similarity of different stock markets. And we repor...

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Bibliographische Detailangaben
Veröffentlicht in:Physica A
Hauptverfasser: Tian, Qiang, Shang, Pengjian, Feng, Guochen
Format: Artigo
Sprache:Inglês
Veröffentlicht: Elsevier B.V. 2014
Schlagworte:
Online Zugang:https://ncbi.nlm.nih.gov/pmc/articles/PMC7126836/
https://ncbi.nlm.nih.gov/pubmed/32288089
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.physa.2014.08.055
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