Detecting Nonlinear Interactions in Complex Systems: Application in Financial Markets
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DOI: 10.3390/e25020370
Abstract: Emerging or diminishing nonlinear interactions in the evolution of a complex system may signal a possible structural change in its underlying mechanism. This type of structural break may exist in many applications, such as in… read more here.
Keywords: detecting nonlinear; test; nonlinear interactions; interactions complex ... See more keywords