STATISTICALLY VALIDATED LEAD-LAG NETWORKS AND INVENTORY PREDICTION IN THE FOREIGN EXCHANGE MARKET
نویسندگان
چکیده
منابع مشابه
Emergence of statistically validated financial intraday lead-lag relationships
†Center for Polymer Studies and Department of Physics, Boston University, Boston, MA, USA ‡Dipartimento di Scienze Economiche, Aziendali e Statistiche, University of Palermo, Viale delle Scienze, Ed. 13, Palermo IT-90128, Italy §Center for Network Science and Department of Economics, Central European University, Nador utca 9, 1051 Budapest, Hungary ¶Dipartimanto di Fisica e Chimica, University ...
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ژورنال
عنوان ژورنال: Advances in Complex Systems
سال: 2018
ISSN: 0219-5259,1793-6802
DOI: 10.1142/s0219525918500194