Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing and Machine Learning Techniques
Traditional approaches to predicting financial market dynamics tend to be linear and stationary, whereas financial time series data is increasingly nonlinear and non-stationary. Lately, advances in dynamical systems theory have enabled the extraction of complex dynamics from time series data. These...
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| Format: | Others |
| Language: | English |
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Digital Commons @ East Tennessee State University
2015
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| Online Access: | https://dc.etsu.edu/etd/2582 https://dc.etsu.edu/cgi/viewcontent.cgi?article=3965&context=etd |