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Financial Stress Through Complexity Science

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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

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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
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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
IEEE Journal of Selected Topics in Signal Processing. (issn: 1932-4553 )
DOI: 10.1109/JSTSP.2016.2581299
Institute of Electrical and Electronics Engineers (IEEE)
Publisher version: http://dx.doi.org/10.1109/JSTSP.2016.2581299
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

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