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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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Détails bibliographiques
Publié dans:Physica A
Auteurs principaux: Tian, Qiang, Shang, Pengjian, Feng, Guochen
Format: Artigo
Langue:Inglês
Publié: Elsevier B.V. 2014
Sujets:
Accès en ligne: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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