Diverse Causality Inference in Foreign Exchange Markets

DOI10.1142/S021812742150070XzbMATH Open1466.91204WikidataQ130516176 ScholiaQ130516176MaRDI QIDQ4990653FDOQ4990653

Xiangyun Gao, Tao Wu, 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)

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

• Title not available (Why is that?)
• Detecting Causality in Complex Ecosystems
• 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

This page was built for publication: Diverse Causality Inference in Foreign Exchange Markets

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4990653)