Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
10482191 | Physica A: Statistical Mechanics and its Applications | 2012 | 13 Pages |
Abstract
⺠Object oriented analysis of correlation of time series or equivalent structures. ⺠Sliding window technique applied to time series or ordered data sets. ⺠A new type of correlation measure is defined. ⺠Study of currency exchange rates using Hurst exponent and intermittency parameter.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Mathematical Physics
Authors
Constantin P. Cristescu, Cristina Stan, Eugen I. Scarlat, Teofil Minea, Cristina M. Cristescu,