Identification of stock market forces in the system adaptation framework

DOI10.1016/J.INS.2013.12.028zbMATH Open1329.91155OpenAlexW2009878973MaRDI QIDQ903653FDOQ903653

Authors: Xiaolian Zheng, Ben M. Chen 

Publication date: 14 January 2016

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2013.12.028

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zbMATH Keywords

causality testfinancial system modelingmarket input selectionsystem adaptation

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Cites Work

• Investigating Causal Relations by Econometric Models and Cross-spectral Methods
• Measures of Conditional Linear Dependence and Feedback Between Time Series
• Measurement of Linear Dependence and Feedback Between Multiple Time Series
• Title not available (Why is that?)
• Short-window spectral analysis of cortical event-related potentials by adaptive multivariate autoregressive modeling: Data preprocessing, model validation, and variability assessment
• Multivariate causality tests with simulation and application
• Multivariate linear and nonlinear causality tests
• Quantum probability and financial market
• Modeling and forecasting of stock markets under a system adaptation framework

Cited In (2)

• Stock market modeling and forecasting. A system adaptation approach
• Modeling and forecasting of stock markets under a system adaptation framework

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