Order patterns, their variation and change points in financial time series and Brownian motion (Q2208381)
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English | Order patterns, their variation and change points in financial time series and Brownian motion |
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Order patterns, their variation and change points in financial time series and Brownian motion (English)
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2 November 2020
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order pattern
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time series
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permutation entropy
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stock data
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Brownian motion
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