Multistage covariance approach to measure the randomness in financial time series analysis

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 6682 LNAI, Issue , 2011, Pages 610-619

  Szupiluk, Ryszard ^a,b   Wojewnik, Piotr ^a,b   Za̧bkowski, Tomasz ^a,c  

^a Polska Telefonia Cyfrowa Sp z oo   (Poland)

^b WARSAW SCHOOL OF ECONOMICS   (Poland)

^c WARSAW UNIVERSITY OF LIFE SCIENCES   (Poland)

Author keywords

information representation; modeling financial data; noise detection; variability measure; volatility

Indexed keywords

COVARIANCE ANALYSIS; FILTRATION SYSTEMS; FINANCIAL TIME SERIES; INFORMATION REPRESENTATION; NOISE DETECTION; TEMPORAL STRUCTURES; VARIABILITY MEASURES; VOLATILITY;

FINANCIAL DATA PROCESSING; INTELLIGENT AGENTS; MULTI AGENT SYSTEMS; RANDOM PROCESSES; SIGNAL DETECTION; TIME SERIES;

TIME SERIES ANALYSIS;

EID: 79960303745     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-642-22000-5_63     Document Type: Conference Paper

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