Timing matters in foreign exchange markets

Physica A: Statistical Mechanics and its Applications

Volumn 391, Issue 3, 2012, Pages 760-766

  Hirata, Yoshito ^a   Aihara, Kazuyuki ^a  

^a INSTITUTE OF INDUSTRIAL SCIENCE   (Japan)

Author keywords

Distances; Marked point process; Prediction; Recurrence plots

Indexed keywords

COMMERCE; FORECASTING; TIME SERIES ANALYSIS; TIMING CIRCUITS;

DISTANCES; MARKED POINT PROCESS; NONLINEAR SCIENCE; NONLINEAR TIME-SERIES ANALYSIS; POINT PROCESS; RECURRENCE PLOT; SHORT TERM;

FINANCIAL MARKETS;

EID: 80455143576     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2011.09.013     Document Type: Article

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