Detection of Mutual Exciting Structure in Stock Price Trend Dynamics
We investigated a comprehensive analysis of the mutual exciting mechanism for the dynamic of stock price trends. A multi-dimensional Hawkes-model-based approach was proposed to capture the mutual exciting activities, which take the form of point processes induced by dual moving average crossovers. W...
Guardado en:
| Autores principales: | , , , , |
|---|---|
| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
MDPI AG
2021
|
| Materias: | |
| Acceso en línea: | https://doaj.org/article/14f57880a50c46d2a474c5de9cef3852 |
| Etiquetas: |
Agregar Etiqueta
Sin Etiquetas, Sea el primero en etiquetar este registro!
|