Timing matters in foreign exchange markets

作者：Hirata Yoshito^*; Aihara Kazuyuki

来源：Physica A: Statistical Mechanics and Its Applications , 2012, 391(3): 760-766.

DOI：10.1016/j.physa.2011.09.013

• Marked point process
• Distances
• Recurrence plots
• Prediction

We show using nonlinear time series analysis that the timing of trades in foreign exchange markets has significant information. We apply a set of methods for analyzing point process data developed in neuroscience and nonlinear science. Our results imply that foreign exchange markets might be chaotic and have short-term predictability.

• 出版日期2012-2-1