- -

Financial Stress Through Complexity Science

RiuNet: Institutional repository of the Polithecnic University of Valencia

Share/Send to

Cited by

Statistics

Financial Stress Through Complexity Science

Show full item record

Hemakom, A.; Chanwimalueang, T.; Carrión García, A.; Aufegger, L.; Constantinides, AG.; Mandic, DP. (2016). Financial Stress Through Complexity Science. IEEE Journal of Selected Topics in Signal Processing. 10(6):1112-1126. doi:10.1109/JSTSP.2016.2581299

Por favor, use este identificador para citar o enlazar este ítem: http://hdl.handle.net/10251/84747

Files in this item

Item Metadata

Title: Financial Stress Through Complexity Science
Author: Hemakom, Apit Chanwimalueang, Theerasak Carrión García, Alicia Aufegger, Lisa Constantinides, Anthony G. Mandic, Danilo P.
UPV Unit: Universitat Politècnica de València. Instituto Universitario de Telecomunicación y Aplicaciones Multimedia - Institut Universitari de Telecomunicacions i Aplicacions Multimèdia
Issued date:
Abstract:
Financial markets typically undergo periods of prosperity followed by periods of stagnation, and this undulation makes it challenging to maintain market efficiency. The efficient market hypothesis (EMH) states that there ...[+]
Subjects: Assessment of Latent Index of Stress (ALIS) index , Complexity-loss hypothesis , Determinism , Financial stress , Intrinsic phase synchrony (IPS) , Multiscale entroypy , Nonlinearity
Copyrigths: Reserva de todos los derechos
Source:
IEEE Journal of Selected Topics in Signal Processing. (issn: 1932-4553 )
DOI: 10.1109/JSTSP.2016.2581299
Publisher:
Institute of Electrical and Electronics Engineers (IEEE)
Publisher version: http://dx.doi.org/10.1109/JSTSP.2016.2581299
Thanks:
This work was supported by the Financial Signal Processing Laboratory (http://www.fsplab.com/) at Imperial College London. The guest editor coordinating the review of this manuscript and approving it for publication was ...[+]
Type: Artículo

This item appears in the following Collection(s)

Show full item record