Multivariate nonlinear analysis and prediction of Shanghai stock market

DOI10.1155/2008/526734zbMath1141.91650OpenAlexW2020873036WikidataQ58644501 ScholiaQ58644501MaRDI QIDQ937011

Junhai Ma, Li-Xia Liu

Publication date: 20 August 2008

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/129113

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

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Two-stage method based on local polynomial fitting for a linear heteroscedastic regression model and its application in economics ⋮ Convergence of batch split-complex backpropagation algorithm for complex-valued neural networks

Cites Work

• Testing for nonlinearity in time series: the method of surrogate data
• Dynamics from multivariate time series
• Detecting nonlinearity in multivariate time series

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