Study of the periodicity in Euro-US Dollar exchange rates using local alignment and random matrices

DOI10.3233/AF-170182zbMath1419.91510OpenAlexW2610939454MaRDI QIDQ4586456

M. A. Korotkova, Eugene V. Korotkov

Publication date: 13 September 2018

Published in: Algorithmic Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3233/af-170182

zbMATH Keywords

dynamic programminglatent periodicitydeletionsinsertionsratesrandom matrixes

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64) Dynamic programming (90C39)

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