Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis (Q2296838)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis |
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Detecting correlations and triangular arbitrage opportunities in the Forex by means of multifractal detrended cross-correlations analysis (English)
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18 February 2020
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time series
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multiscale cross-correlation
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multifractal detrended fluctuation analysis
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agglomerative hierarchical clustering
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quantitative finance
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triangular arbitrage
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