Identifying actionable serial correlations in financial markets

Identifying actionable serial correlations in financial markets

Financial markets are complex systems where information processing occurs at multiple levels. One signature of this information processing is the existence of recurrent sequences. In this paper, we developed a procedure for finding these sequences and a process of statistical significance testing to...

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Bibliographic Details
Main Authors: Cheong, Siew Ann, Lee, Yann Wei, Li, Ying Ying, Lim, Jia Qing, Tan, Jadie Jiok Duan, Teo, Joan Xin Ping
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2021
Subjects:
Science::Mathematics
Financial Markets
Serial Correlations
Online Access:https://hdl.handle.net/10356/151067
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Institution: Nanyang Technological University
Language: English

Internet

https://hdl.handle.net/10356/151067

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