Diverse Causality Inference in Foreign Exchange Markets

DOI10.1142/S021812742150070XzbMath1466.91204MaRDI QIDQ4990653

Xiangyun Gao, Tao Wu, Sufang An, Siyao Liu

Publication date: 31 May 2021

Published in: International Journal of Bifurcation and Chaos (Search for Journal in Brave)

zbMATH Keywords

chaotic attractorspatterncausal networksforeign exchange markets

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (1)

Identify the characteristic in the evolution of the causality between the gold and dollar

Cites Work

• Unnamed Item
• Detecting Causality in Complex Ecosystems
• Characterizing system dynamics with a weighted and directed network constructed from time series data
• On the Efficacy of State Space Reconstruction Methods in Determining Causality
• Nonlinear forecasting for the classification of natural time series

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