Embedding the New York Stock Exchange

Given data in a time series we will create a phase space using methods based upon the work of Takens and Whitney. Our phase space will be approximated using a single record observed s (n ) of the New York Stock Exchange. This procedure of creating a phase space will create a complete vector space by...

Full description

Bibliographic Details
Main Author: Best, Randall
Format: Others
Published: 1999
Online Access:http://spectrum.library.concordia.ca/908/1/MQ43637.pdf
Best, Randall <http://spectrum.library.concordia.ca/view/creators/Best=3ARandall=3A=3A.html> (1999) Embedding the New York Stock Exchange. Masters thesis, Concordia University.