Statistical validation of financial time series via visibility graph
نویسندگان
چکیده
Matteo Serafino, Andrea Gabrielli, 3, 4 Guido Caldarelli, 2, 4, 5 and Giulio Cimini 2, ∗ Dipartimento di Fisica, Università “Sapienza”, Piazzale Aldo Moro 5, 00185 Rome Italy Istituto dei Sistemi Complessi (ISC)-CNR UoS Università “Sapienza”, Piazzale Aldo Moro 5, 00185 Rome Italy IMT School for Advanced Studies, Piazza S.Francesco 19, 55100 Lucca Italy London Institute for Mathematical Sciences, 35a South Street, W1K 2XF London United Kingdom European Centre for Living Technology (ECLT), San Marco 2940, 30124 Venice Italy
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عنوان ژورنال:
- CoRR
دوره abs/1710.10980 شماره
صفحات -
تاریخ انتشار 2017