Statistical validation of financial time series via visibility graph.

Matteo Serafino Andrea Gabrielli Guido Caldarelli Giulio Cimini

Published in: CoRR (2017)

Keyphrases

financial time series
financial time series forecasting
stock market
turning points
non stationary
financial data
stock exchange
stock price
exchange rate
stock returns
web pages
data streams
short term
multivariate time series