A dynamical structure of high frequency currency exchange market

DOI10.1016/S0378-4371(02)01958-1zbMath1072.91603MaRDI QIDQ1873990

Toru Ohira, Misako Takayasu, Naoya Sazuka, Tokiko Shimizu, Kouhei Marumo, Hideki Takayasu

Publication date: 21 May 2003

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

binarized dataconditional probabilistic structureprice movement

Mathematics Subject Classification ID

Trade models (91B60)

Related Items (1)

A dynamical structure of high frequency currency exchange market

Cites Work

• Stochastic three-state model with delay
• Predictability of currency market exchange
• A dynamical structure of high frequency currency exchange market

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