Nonlinear Analysis on Cross-Correlation of Financial Time Series by Continuum Percolation System.

Hongli Niu Jun Wang

Published in: Int. J. Bifurc. Chaos (2016)

Keyphrases

cross correlation
financial time series
data analysis
multiresolution
text categorization
frequency domain
object recognition
image analysis
optical flow
long term
mutual information
template matching
long run
financial data