Time evolutions of copulas and foreign exchange markets.
Ivan KupkaJozef KiselákNaoyuki IshimuraYasukazu YoshizawaLedys SalazarMilan StehlíkPublished in: Inf. Sci. (2018)
Keyphrases
- foreign exchange
- exchange rate
- stock market
- early warning
- aggregation functions
- financial markets
- trading strategies
- electronic commerce
- enterprise systems
- artificial intelligence
- decision making
- market equilibrium
- databases
- trading systems
- marginal distributions
- sufficient conditions
- management system
- dynamic programming
- search engine
- machine learning