Natural time analysis in financial markets

DOI10.3233/AF-160057zbMATH Open1397.91607OpenAlexW2467804690MaRDI QIDQ4683440

Konstantinos Kiriakopoulos, A. Mintzelas

Publication date: 21 September 2018

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

Full work available at URL: https://doi.org/10.3233/af-160057

zbMATH Keywords

trading strategycomplex systemsfinancial time seriesnatural timemarket's energytrend's prediction

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70)

Related Items (2)

Time averaging, ageing and delay analysis of financial time series ⋮ PERIODIC COMPONENTS AND CHARACTERISTIC TIME SCALES IN THE FINANCIAL MARKET

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