Multiscale behavior of financial time series model from Potts dynamic system

Nonlinear Dynamics

Volumn 78, Issue 2, 2014, Pages 1065-1077

  Hong, Weijia ^a   Wang, Jun ^a  

^a BEIJING JIAOTONG UNIVERSITY   (China)

Author keywords

Financial time series model; Multiscale entropy; Nonlinear analysis; Potts model; Time dependent intrinsic correlation

Indexed keywords

ENTROPY; FINANCE; FINANCIAL DATA PROCESSING; ISING MODEL; NONLINEAR ANALYSIS; TIME SERIES; TIME SERIES ANALYSIS;

CORRELATION ANALYSIS; CRYSTALLINE LATTICE; FINANCIAL TIME SERIES; INTERACTION STRENGTH; MULTI-SCALE ENTROPIES; NUMERICAL RESEARCH; TIME DEPENDENT; TIME SERIES MODELING;

POTTS MODEL;

EID: 84911005439     PISSN: 0924090X     EISSN: 1573269X     Source Type: Journal    
DOI: 10.1007/s11071-014-1496-9     Document Type: Article

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