Detecting non-linear dynamics in financial time series

被引：0
|
作者：
Schittenkopf, C
Deco, G
机构：
来源：
PROCEEDINGS OF THE IEEE/IAFE 1997 COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING (CIFER) | 1997年
关键词：
D O I：
10.1109/CIFER.1997.618950
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
引用
收藏
页码：287 / 292
页数：6
相关论文
共 50 条
  • [1] Towards a non-linear trading strategy for financial time series
    Strozzi, F
    Comenges, JMZ
    CHAOS SOLITONS & FRACTALS, 2006, 28 (03) : 601 - 615
  • [2] Non-Linear Time Series
    Szabo, Tamas T.
    ACTA SCIENTIARUM MATHEMATICARUM, 2015, 81 (1-2): : 359 - 360
  • [3] Non-linear analysis in high-frequency financial time series
    Jiang, Aiping
    Huang, Fengwen
    PROCEEDINGS OF THE SIXTH INTERNATIONAL CONFERENCE ON INFORMATION AND MANAGEMENT SCIENCES, 2007, 6 : 685 - 693
  • [4] Forecasting economic and financial time-series with non-linear models
    Clements, MP
    Franses, PH
    Swanson, NR
    INTERNATIONAL JOURNAL OF FORECASTING, 2004, 20 (02) : 169 - 183
  • [5] Evolution of financial network through non-linear coupling of time series
    Lui, Ga Ching
    Szeto, Kwok Yip
    LOGIC JOURNAL OF THE IGPL, 2020, 28 (02) : 248 - 259
  • [6] Non-linear forecasting in high-frequency financial time series
    Strozzi, F
    Zaldívar, JM
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2005, 353 : 463 - 479
  • [7] Non-linear correlation measure and its application to financial time series
    Darbellay, Georges
    Neural Network World, 1995, 5 (04) : 401 - 405
  • [8] NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation
    Varolgunes, Uras
    Zhou, Dan
    Yu, Dantong
    Uddin, Ajim
    PROCEEDINGS OF THE 4TH ACM INTERNATIONAL CONFERENCE ON AI IN FINANCE, ICAIF 2023, 2023, : 516 - 523
  • [9] Non-linear forecasting of financial time series: An overview and some new models
    Mills, TC
    JOURNAL OF FORECASTING, 1996, 15 (03) : 127 - 135
  • [10] Financial time series forecasting using non-linear methods and Stacked Autoencoders
    Reiszel Pereira, Danilo Filippo
    de Moura Junior, Natanael Nunes
    Caloba, Luiz Pereira
    2018 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2018,
12345