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Home > Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics > Nonlinear Modelling and Prediction of Multivariate Financial Time Series
Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics |
Abdol S. Soofi; Liangyue Cao
Springer US
Modelling and Forecasting Financial Data: Techniques of Nonlinear Dynamics
Nonlinear Modelling and Prediction of Multivariate Financial Time Series
Authors

Liangyue Cao

ARI Id

1664371216262_1405531

Access

Not Available Free

Pages

199-211

DOI

10.1007/978-1-4615-0931-8_10

Chapter URL

https://rd.springer.com/chapter/10.1007/978-1-4615-0931-8_10

Table of Contents of Book
Showing 1 to 20 of 30 entries
Chapters/HeadingsAuthor(s)PagesInfo
Front Matter
i-xxviii
Introduction
Abdol S. Soofi; Liangyue Cao
1-8
Front Matter
9-9
Embedding Theory: Introduction and Applications to Time Series Analysis
F. Strozzi; J. M. Zaldivar
11-42
Determining Minimum Embedding Dimension from Scalar Time Series
Liangyue Cao
43-60
Mutual Information and Relevant Variables for Predictions
Bernd Pompe
61-92
Front Matter
93-93
State Space Local Linear Prediction
D. Kugiumtzis
95-113
Local Polynomial Prediction and Volatility Estimation in Financial Time Series
Zhan-Qian Lu
115-135
Kalman Filtering of Time Series Data
David M. Walker
137-157
Radial Basis Functions Networks
A. Braga; A. C. Carvalho; T. Ludermir; M. de Almeida; E. Lacerda
159-178
Nonlinear Prediction of Time Series Using Wavelet Network Method
Liangyue Cao
179-195
Front Matter
197-197
Nonlinear Modelling and Prediction of Multivariate Financial Time Series
Liangyue Cao
199-211
Analysis of Economic Time Series Using Narmax Polynomial Models
Luis Antonio Aguirre; Antonio Aguirre
213-235
Modeling Dynamical Systems by Error Correction Neural Networks
Hans-Georg Zimmermann; Ralph Neuneier; Ralph Grothmann
237-263
Front Matter
265-265
Surrogate Data Test on Time Series
D. Kugiumtzis
267-282
Validation of Selected Global Models
C. Letellier; O. Ménard; L. A. Aguirre
283-302
Testing Stationarity in Time Series
Annette Witt; Jürgen Kurths
303-325
Chapters/HeadingsAuthor(s)PagesInfo
Showing 1 to 20 of 30 entries
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