Showing q-fin.CPShow all
2 papers · 1 filter
q-fin.CP2020
Mapping Coupled Time-series Onto Complex Network
Jamshid Ardalankia, Jafar Askari, Somaye Sheykhali +2
In order to extract hidden joint information from two possibly uncorrelated time-series, we explored the measures of network science. Alongside common methods in time-series analys…
q-fin.CP2019
Scaling Features of Price-Volume Cross-Correlation
Jamshid Ardalankia, Mohammad Osoolian, Emmanuel Haven +1
Price without transaction makes no sense. Trading volume authenticates its corresponding price, so there exist mutual information and correlation between price and trading volume.…