Forecasting abrupt changes in foreign exchange markets: method using dynamical network marker
We apply the idea of dynamical network markers (Chen et al 2012 Sci. Rep. http://dx.doi.org/10.1038/srep00342 ) to foreign exchange markets so that early warning signals can be provided for any abrupt changes. The dynamical network marker constructed achieves a high odds ratio for forecasting these...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
IOP Publishing
2014-01-01
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| Series: | New Journal of Physics |
| Subjects: | |
| Online Access: | https://doi.org/10.1088/1367-2630/16/11/115015 |