| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 10481064 | Physica A: Statistical Mechanics and its Applications | 2012 | 7 Pages |
Abstract
⺠The timing of trades in a foreign exchange market is investigated. ⺠The timing of trades contains more information than short-term counts of trades do. ⺠The trades can be deterministically chaotic. ⺠The trade patterns can be predicted for a short-term period.
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Yoshito Hirata, Kazuyuki Aihara,