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• W2037620814 abstract "We apply the idea of dynamical network markers (Chen et al 2012 Sci. Rep. 2 342) to foreign exchange markets so that early warning signals can be provided for any abrupt changes. The dynamical network marker constructed achieves a high odds ratio for forecasting these sudden changes. In addition, we also extend the notion of the dynamical network marker by using recurrence plots so that the notion can be applied to delay coordinates and point processes. Thus, the dynamical network marker is useful in a variety of contexts in science, technology, and society." @default.
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• W2037620814 date "2014-11-19" @default.
• W2037620814 modified "2023-09-30" @default.
• W2037620814 title "Forecasting abrupt changes in foreign exchange markets: method using dynamical network marker" @default.
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• W2037620814 doi "https://doi.org/10.1088/1367-2630/16/11/115015" @default.
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