Diverse causality inference in foreign exchange markets

DOI10.1142/S021812742150070XzbMATH Open1466.91204WikidataQ130516176 ScholiaQ130516176MaRDI QIDQ4990653FDOQ4990653

Authors: Tao Wu, Xiangyun Gao, Sufang An, Siyao Liu 

Publication date: 31 May 2021

Published in: International Journal of Bifurcation and Chaos in Applied Sciences and Engineering (Search for Journal in Brave)

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zbMATH Keywords

patternchaotic attractorscausal networksforeign exchange markets

Mathematics Subject Classification ID

Macroeconomic theory (monetary models, models of taxation) (91B64) Financial networks (including contagion, systemic risk, regulation) (91G45)

Cites Work

• Detecting causality in complex ecosystems
• Title not available (Why is that?)
• Nonlinear forecasting for the classification of natural time series
• Characterizing system dynamics with a weighted and directed network constructed from time series data
• On the efficacy of state space reconstruction methods in determining causality

Cited In (3)

• Title not available (Why is that?)
• Time-dependent complexity measurement of causality in international equity markets: a spatial approach
• Identify the characteristic in the evolution of the causality between the gold and dollar

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