Matches in SemOpenAlex for { <https://semopenalex.org/work/W1412872962> ?p ?o ?g. }
Showing items 1 to 88 of
88
with 100 items per page.
- W1412872962 abstract "The Foreign Exchange Market is a market for the trade of currencies and it defines their relative values. The study of the interdependence and correlation between price fluctuations of currencies is important to understand this market. For this purpose, in this work we search for the dependence between the time series of prices for pairs of currencies using a mutual information approach. By applying time shifts we are able to detect time delay in the dependence, what enable us to construct a directed network showing the influence structure of the market. Finally, we obtain a dynamic description of this structure by analyzing the time evolution of the network. Since the period of analysis includes the great earthquake in Japan in 2011, we can observe how such big events affect the network." @default.
- W1412872962 created "2016-06-24" @default.
- W1412872962 creator A5002007070 @default.
- W1412872962 creator A5008983572 @default.
- W1412872962 creator A5079617036 @default.
- W1412872962 date "2015-01-01" @default.
- W1412872962 modified "2023-09-24" @default.
- W1412872962 title "Influence Networks in the Foreign Exchange Market" @default.
- W1412872962 cites W1554135629 @default.
- W1412872962 cites W1901849648 @default.
- W1412872962 cites W1995875735 @default.
- W1412872962 cites W2025210087 @default.
- W1412872962 cites W2070476450 @default.
- W1412872962 cites W2073190199 @default.
- W1412872962 cites W2131843647 @default.
- W1412872962 cites W2142712325 @default.
- W1412872962 cites W2236336618 @default.
- W1412872962 cites W3100085423 @default.
- W1412872962 cites W3125354532 @default.
- W1412872962 doi "https://doi.org/10.1007/978-3-319-20591-5_1" @default.
- W1412872962 hasPublicationYear "2015" @default.
- W1412872962 type Work @default.
- W1412872962 sameAs 1412872962 @default.
- W1412872962 citedByCount "0" @default.
- W1412872962 crossrefType "book-chapter" @default.
- W1412872962 hasAuthorship W1412872962A5002007070 @default.
- W1412872962 hasAuthorship W1412872962A5008983572 @default.
- W1412872962 hasAuthorship W1412872962A5079617036 @default.
- W1412872962 hasBestOaLocation W14128729621 @default.
- W1412872962 hasConcept C106159729 @default.
- W1412872962 hasConcept C119857082 @default.
- W1412872962 hasConcept C143724316 @default.
- W1412872962 hasConcept C149782125 @default.
- W1412872962 hasConcept C151406439 @default.
- W1412872962 hasConcept C151730666 @default.
- W1412872962 hasConcept C155739000 @default.
- W1412872962 hasConcept C162324750 @default.
- W1412872962 hasConcept C175444787 @default.
- W1412872962 hasConcept C199360897 @default.
- W1412872962 hasConcept C2780801425 @default.
- W1412872962 hasConcept C2983132609 @default.
- W1412872962 hasConcept C41008148 @default.
- W1412872962 hasConcept C536366893 @default.
- W1412872962 hasConcept C556758197 @default.
- W1412872962 hasConcept C86803240 @default.
- W1412872962 hasConceptScore W1412872962C106159729 @default.
- W1412872962 hasConceptScore W1412872962C119857082 @default.
- W1412872962 hasConceptScore W1412872962C143724316 @default.
- W1412872962 hasConceptScore W1412872962C149782125 @default.
- W1412872962 hasConceptScore W1412872962C151406439 @default.
- W1412872962 hasConceptScore W1412872962C151730666 @default.
- W1412872962 hasConceptScore W1412872962C155739000 @default.
- W1412872962 hasConceptScore W1412872962C162324750 @default.
- W1412872962 hasConceptScore W1412872962C175444787 @default.
- W1412872962 hasConceptScore W1412872962C199360897 @default.
- W1412872962 hasConceptScore W1412872962C2780801425 @default.
- W1412872962 hasConceptScore W1412872962C2983132609 @default.
- W1412872962 hasConceptScore W1412872962C41008148 @default.
- W1412872962 hasConceptScore W1412872962C536366893 @default.
- W1412872962 hasConceptScore W1412872962C556758197 @default.
- W1412872962 hasConceptScore W1412872962C86803240 @default.
- W1412872962 hasLocation W14128729621 @default.
- W1412872962 hasOpenAccess W1412872962 @default.
- W1412872962 hasPrimaryLocation W14128729621 @default.
- W1412872962 hasRelatedWork W1697576433 @default.
- W1412872962 hasRelatedWork W170754502 @default.
- W1412872962 hasRelatedWork W2105480448 @default.
- W1412872962 hasRelatedWork W2117911138 @default.
- W1412872962 hasRelatedWork W2358660591 @default.
- W1412872962 hasRelatedWork W2603353452 @default.
- W1412872962 hasRelatedWork W2751833172 @default.
- W1412872962 hasRelatedWork W2951843111 @default.
- W1412872962 hasRelatedWork W2953087207 @default.
- W1412872962 hasRelatedWork W2954134596 @default.
- W1412872962 hasRelatedWork W3025821740 @default.
- W1412872962 hasRelatedWork W3037016268 @default.
- W1412872962 hasRelatedWork W3039053275 @default.
- W1412872962 hasRelatedWork W3099747878 @default.
- W1412872962 hasRelatedWork W3123628157 @default.
- W1412872962 hasRelatedWork W3125730091 @default.
- W1412872962 hasRelatedWork W3212086670 @default.
- W1412872962 hasRelatedWork W611237887 @default.
- W1412872962 hasRelatedWork W652332763 @default.
- W1412872962 hasRelatedWork W842729204 @default.
- W1412872962 isParatext "false" @default.
- W1412872962 isRetracted "false" @default.
- W1412872962 magId "1412872962" @default.
- W1412872962 workType "book-chapter" @default.