Topological properties of a temporal recurrence network of financial time series
We create a temporally-directed network using the actual prices in a financial time series as the nodes and the temporal succession and the absolute closeness of their values as the criteria for link creation. Whenever a price is succeeded in time, it creates a record of the absolute price differenc...
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| Main Authors: | , |
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| Format: | text |
| Published: |
Animo Repository
2024
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| Subjects: | |
| Online Access: | https://animorepository.dlsu.edu.ph/faculty_research/13778 |
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| Institution: | De La Salle University |
