Multifractal cross-correlations between the World Oil and other Financial Markets in 2012-2017.
Marcin WatorekStanislaw DrozdzPawel OswiecimkaMarek StanuszekPublished in: CoRR (2018)
Keyphrases
- financial markets
- cross correlations
- global economy
- stock market
- market data
- image pixels
- color images
- denoising
- technical indicators
- stock price
- portfolio selection
- risk management
- agent based modeling
- portfolio theory
- multi frame
- exchange rate
- motion estimation
- high quality
- decision support system
- low level
- long term