Search Results - subject:"recurrence plot"

Trend and seasonality features extraction with pre-trained CNN and recurrence plot

Strozzi, Fernanda; Pozzi, Rossella - In: International journal of production research 62 (2024) 9, pp. 3251-3262

Persistent link: https://www.econbiz.de/10014546561

Examining financial and business cycle interaction using cross recurrence plot analysis

Ashe, Sinéad; Egan, Paul - In: Finance research letters 51 (2023), pp. 1-7

Persistent link: https://www.econbiz.de/10014289406

Recurrence plots analysis of the CNY exchange markets based on phase space reconstruction

Yao, Can-Zhong; Lin, Qing-Wen - In: The North American journal of economics and finance : a … 42 (2017), pp. 584-596

Persistent link: https://www.econbiz.de/10011938206

Visual Recurrence Analysis and its Application

Kodera, Jan; Quang, Tran Van - In: Politická ekonomie 2009 (2009) 3, pp. 305-322

The aim of the article is to answer the question if the Czech stock market price dynamics is generated by non-linear deterministic dynamic process. To solve this complex problem requires using sophisticated computational operations to analyze huge amount of data input. To overcome this obstacle...

Persistent link: https://www.econbiz.de/10005103169

An independence test based on joint recurrences

Aparicio, Teresa; Pozo, Eduardo; Saura Bacaicoa, Dulce - In: Modern economy 6 (2015) 8, pp. 895-907

Persistent link: https://www.econbiz.de/10011440780

Characterizing the stability of Okun's law during economic recessions by cross-recurrence plot and rolling regression

Gao, Jianbo; Cao, Yinhe - In: Journal of contemporary management : JMC 4 (2015) 3, pp. 1-12

Persistent link: https://www.econbiz.de/10011392898

Evidence of microstructure variables' nonlinear dynamics from noised high-frequency data

Andreev, Nikolay; Lapshin, Victor - In: Financial econometrics and empirical market microstructure, (pp. 13-23). 2015

Persistent link: https://www.econbiz.de/10011326759

Recurrence quantification analysis of global stock markets

Bastos, João A.; Caiado, Jorge - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 7, pp. 1315-1325

This study investigates the presence of deterministic dependencies in international stock markets using recurrence plots and recurrence quantification analysis (RQA). The results are based on a large set of free float-adjusted market capitalization stock indices, covering a period of 15 years....

Persistent link: https://www.econbiz.de/10010590738

Use of recurrence plot and recurrence quantification analysis in Taiwan unemployment rate time series

Chen, Wei-Shing - In: Physica A: Statistical Mechanics and its Applications 390 (2011) 7, pp. 1332-1342

-linear deterministic dynamic process. This paper applies a recurrence plot and recurrence quantification approach based on the analysis of …

Persistent link: https://www.econbiz.de/10010591669

Global transposable characteristics in the complete DNA sequence of the yeast

Wu, Zuo-Bing - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 24, pp. 5698-5705

using the metric representation and recurrence plot methods. On the basis of the correlation distance of nucleotide strings …

Persistent link: https://www.econbiz.de/10010871650