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

[31] Another example of a non-linear time series with misleading linear properties
Byers, JD
Peel, DA
APPLIED ECONOMICS LETTERS, 2003, 10 (01) : 47 - 51
[32] Linear signal extraction with intervention techniques in non-linear time series
Planas, C
JOURNAL OF FORECASTING, 1998, 17 (07) : 515 - 526
[33] A note on the stability of multivariate non-linear time series with an application to time series of counts
Debaly, Zinsou Max
Truquet, Lionel
STATISTICS & PROBABILITY LETTERS, 2021, 179
[34] Non-linear dynamics of employment, output and real wages in Canada Recent time series evidence
McFarlane, Adian
Das, Anupam
Chowdhury, Murshed
JOURNAL OF ECONOMIC STUDIES, 2014, 41 (04) : 554 - +
[35] NON-LINEAR DYNAMICS
MACDONALD, N
NATURE, 1980, 283 (5746) : 431 - 432
[36] On time-irreversibility and other non-linear features in time series
Luceño, A
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2000, 29 (01) : 295 - 313
[37] Non-linear and chaos characteristics of heart sound time series
Li, B-B
Yuan, Z-F
PROCEEDINGS OF THE INSTITUTION OF MECHANICAL ENGINEERS PART H-JOURNAL OF ENGINEERING IN MEDICINE, 2008, 222 (H3) : 265 - 272
[38] Modelling non-linear time series using neural networks
Zorin, A
SIMPLICITY BEHIND COMPLEXITY, 2004, 3 : 269 - 275
[39] GENERATING SERIES FOR DISCRETE-TIME NON-LINEAR SYSTEMS
FLIESS, M
IEEE TRANSACTIONS ON AUTOMATIC CONTROL, 1980, 25 (05) : 984 - 985
[40] The Topological Prediction of the Non-linear Chaotic Economic Time Series
Wang, Fenglan
Wang, Changfa
PROCEEDINGS OF 2013 INTERNATIONAL CONFERENCE ON SPORTS MEDICINE AND SPORTS MANAGEMENT (SMSM 2013), VOL 1, 2013, 1 : 559 - 563

← 1 2 3 4 5 →