Signal propagation of fuzzy granule networks deriving from financial time series
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Publication:2246972
DOI10.1016/j.cnsns.2021.105982zbMath1478.91183OpenAlexW3193946642MaRDI QIDQ2246972
Publication date: 16 November 2021
Published in: Communications in Nonlinear Science and Numerical Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cnsns.2021.105982
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes and fuzziness (62M86) Financial networks (including contagion, systemic risk, regulation) (91G45) Mathematical economics and fuzziness (91B86)
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