Detection of correlation characteristics between financial time series based on multi-resolution analysis

Author:

Wang Xiang-Xin,Xu Ling-Yu,Yu Jie,Xu Huai-Yu,Yu Xuan

Funder

National Key R&D Program of China

Publisher

Elsevier BV

Subject

Artificial Intelligence,Information Systems

Reference61 articles.

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2. M. Wang, A.L.M. Vilela, L. Tian, H. Xu, R. Du, A new time series prediction method based on complex network theory, in: Proc. - 2017 IEEE Int. Conf. Big Data, Big Data 2017, 2018-Jan (2018) pp. 4170–4175. doi: https://doi.org/10.1109/BigData.2017.8258440.

3. The multiscale conformation evolution of the financial time series;Huang;Math. Probl. Eng.,2015

4. Construction of complex networks from time series based on the cross correlation interval;Feng;Open Phys.,2017

5. Characteristics of the transmission of autoregressive sub-patterns in financial time series;Gao;Sci. Rep.,2014

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