Cross-sectional universalities in financial time series

被引:4
作者
Zumbach, Gilles [1 ]
机构
[1] Consulting Financial Res, CH-1228 Saconnex Darve, Switzerland
关键词
STOCK; SPECTRA;
D O I
10.1080/14697688.2015.1060353
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
[No abstract available]
引用
收藏
页码:1901 / 1912
页数:12
相关论文
共 50 条
[41]   Analyses on Volatility Clustering in Financial Time-Series Using Clustering Indices, Asymmetry, and Visibility Graph [J].
Kim, Kyungwon ;
Song, Jae Wook .
IEEE ACCESS, 2020, 8 :208779-208795
[42]   Lagged correlation-based deep learning for directional trend change prediction in financial time series [J].
Moews, Ben ;
Herrmann, J. Michael ;
Ibikunle, Gbenga .
EXPERT SYSTEMS WITH APPLICATIONS, 2019, 120 :197-206
[43]   Multi-fractal detrended cross-correlation heatmaps for time series analysis [J].
de Melo Barros Junior, Paulo Roberto ;
Bunge, Kianny Lopes ;
Serravalle Reis Rodrigues, Vitor Hugo ;
Ferreira Santiago, Michell Thompson ;
dos Santos Marinho, Euler Bentes ;
Lima de Jesus Silva, Jose Luis .
SCIENTIFIC REPORTS, 2022, 12 (01)
[44]   Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing [J].
Wu, Qiong ;
Brinton, Christopher G. ;
Zhang, Zheng ;
Pizzoferrato, Andrea ;
Liu, Zhenming ;
Cucuringu, Mihai .
ICAIF 2021: THE SECOND ACM INTERNATIONAL CONFERENCE ON AI IN FINANCE, 2021,
[45]   Depth profiling of degradation of multilayer photovoltaic backsheets after accelerated laboratory weathering: Cross-sectional Raman imaging [J].
Lin, Chiao-Chi ;
Krommenhoek, Peter J. ;
Watson, Stephanie S. ;
Gu, Xiaohong .
SOLAR ENERGY MATERIALS AND SOLAR CELLS, 2016, 144 :289-299
[46]   Assessing Risk in Graphically Presented Financial Series [J].
Sobolev, Daphne ;
Harvey, Nigel .
RISK ANALYSIS, 2016, 36 (12) :2216-2232
[47]   Developing a deep learning framework with two-stage feature selection for multivariate financial time series forecasting [J].
Niu, Tong ;
Wang, Jianzhou ;
Lu, Haiyan ;
Yang, Wendong ;
Du, Pei .
EXPERT SYSTEMS WITH APPLICATIONS, 2020, 148
[48]   An Efficient GAN-Based Multi-classification Approach for Financial Time Series Volatility Trend Prediction [J].
Liu, Lei ;
Pei, Zheng ;
Chen, Peng ;
Luo, Hang ;
Gao, Zhisheng ;
Feng, Kang ;
Gan, Zhihao .
INTERNATIONAL JOURNAL OF COMPUTATIONAL INTELLIGENCE SYSTEMS, 2023, 16 (01)
[49]   Power-law scaling behavior analysis of financial time series model by voter interacting dynamic system [J].
Niu, Hongli ;
Wang, Jun .
JOURNAL OF APPLIED STATISTICS, 2013, 40 (10) :2188-2203
[50]   The relationship between cross-sectional shapes and FTIR profiles in synthetic wig fibers and their discriminating abilities - An evidential value perspective [J].
Yogi, Theresa A. Joslin ;
Penrod, Michael ;
Holt, Melinda ;
Buzzini, Patrick .
FORENSIC SCIENCE INTERNATIONAL, 2018, 283 :94-102