Diverse causality inference in foreign exchange markets

DOI10.1142/S021812742150070XMaRDI QIDQ4990653zbMATH OpenWikidataFDO

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)

Full work available at URL https://doi.org/10.1142/S021812742150070X

zbMATH Keywords

causal networkschaotic attractorsforeign exchange marketspattern

Mathematics Subject Classification ID

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

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Cites work

• Characterizing system dynamics with a weighted and directed network constructed from time series data
• Detecting causality in complex ecosystems
• scientific article; zbMATH DE number 3810550 (Why is no real title available?)
• Nonlinear forecasting for the classification of natural time series
• On the efficacy of state space reconstruction methods in determining causality

Cited in

(4)

• 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
• scientific article; zbMATH DE number 5183801 (Why is no real title available?)
• Overcoming feature scarcity in complex system prediction: an alternative delay embedding

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