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Please use this identifier to cite or link to this item: https://elib.bsu.by/handle/123456789/94089
Title: Application of the Method of Information Decomposition for Revealing the Latent Periodicity in Financial Time Series
Authors: Rudenko, V. M.
Turutina, V. P.
Korotkov, E. V.
Keywords: ЭБ БГУ::ОБЩЕСТВЕННЫЕ НАУКИ::Информатика
Issue Date: 2007
Publisher: Minsk: BSU
Abstract: In the given work results of search of the latent periodicity in financial time series are presented. For these purposes we used the method of information decomposition (ID) developed earlier for revealing periodicity in symbolical sequences. Application of this method to numerical rows became possible after conversion of numbers in symbols. It is shown, that the method of ID is more sensitive, than the classical approach applied to search of periodicity - Fourier analysis.
URI: http://elib.bsu.by/handle/123456789/94089
Appears in Collections:Section 9. COMPUTER DATA ANALYSIS IN APPLICATIONS

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