The Impact of the Measure Used to Calculate the Distance between Exchange Rate Time Series on the Topological Structure of the Currency Network.
Joanna AndrzejakLeszek J. ChmielewskiJoanna Landmesser-RusekArkadiusz OrlowskiPublished in: Entropy (2024)
Keyphrases
- exchange rate
- currency exchange
- distance measure
- stock price
- financial time series
- network structure
- topological properties
- peer to peer
- foreign exchange
- wireless sensor networks
- stock market
- similarity measure
- non stationary
- dynamic time warping
- neural network
- complex networks
- euclidean distance
- dissimilarity measure
- news articles
- distance function
- question answering
- natural language processing
- nearest neighbor
- dynamic programming
- long term
- machine learning