1 citations · 1 across the 2 of their papers we have counts for
2 papers
q-fin.ST2011
RQA Application for the Monitoring of Financial and Commodity markets state
Sergii Piskun, Oleksandr Piskun, Dmitry Chabanenko
Nowadays, when crashes and crises are rather frequent events, an effective monitoring system for the international financial market is needed. Modern nonlinear methods, such as Rec…
nlin.CD2011★ 1 cited
Recurrence Quantification Analysis of Financial Market Crashes and Crises
Oleksandr Piskun, Sergii Piskun
Financial markets are systems with the complex behavior, that can be hardly analyzed by means of linear methods. Recurrence Quantification Analysis (RQA) is a nonlinear methodology…