Detecting criticality in complex univariate time-series: A case study of the U.S. housing market crisis and other markets.
Michael S. HarréAyham A. ZaitounyPublished in: Expert Syst. Appl. (2023)
Keyphrases
- stock market
- multivariate time series
- market equilibrium
- prediction markets
- decision making
- stock price
- financial markets
- trading strategies
- double auction
- market data
- case study
- real estate
- market conditions
- market participants
- high level
- complex systems
- long term
- multi agent
- trading agents
- financial crisis
- market prices