Ordinal synchronization and typical states in high-frequency digital markets

DOI10.1016/j.physa.2022.127331OpenAlexW3207427148MaRDI QIDQ2139969

Ricardo Mansilla Corona, Mario López Pérez

Publication date: 20 May 2022

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

Full work available at URL: https://arxiv.org/abs/2110.07047

zbMATH Keywords

synchronicityclusteringnetworkshigh-frequency tradingordinal patternsalgorithmic trading

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Uses Software

• NumPy
• Scikit
• ordpy

Cites Work

• Unnamed Item
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• ordpy: A Python package for data analysis with permutation entropy and ordinal network methods
• Contrasting chaotic with stochastic dynamics via ordinal transition networks

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