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Memory Effects, Multiple Time Scales and Local Stability in Langevin Models of the S&P500 Market Correlation.

Tobias WandMartin HeßlerOliver Kamps
Published in: Entropy (2023)
Keyphrases
  • trading systems
  • statistical models
  • data sets
  • decision trees
  • multiple models
  • neural network
  • data mining
  • decision making
  • multiscale
  • financial data