About: Financial time series analysis based on information categorization method

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An Entity of Type : schema:ScholarlyArticle, within Data Space : wasabi.inria.fr associated with source document(s)

Attributes	Values
type	Academic Article research paper schema:ScholarlyArticle
isDefinedBy	Covid-on-the-Web dataset
title	Financial time series analysis based on information categorization method
Creator	Feng, Guochen Shang, Pengjian Tian, Qiang
source	Elsevier; Medline; PMC
abstract	Abstract The paper mainly applies the information categorization method to analyze the financial time series. The method is used to examine the similarity of different sequences by calculating the distances between them. We apply this method to quantify the similarity of different stock markets. And we report the results of similarity in US and Chinese stock markets in periods 1991–1998 (before the Asian currency crisis), 1999–2006 (after the Asian currency crisis and before the global financial crisis), and 2007–2013 (during and after global financial crisis) by using this method. The results show the difference of similarity between different stock markets in different time periods and the similarity of the two stock markets become larger after these two crises. Also we acquire the results of similarity of 10 stock indices in three areas; it means the method can distinguish different areas’ markets from the phylogenetic trees. The results show that we can get satisfactory information from financial markets by this method. The information categorization method can not only be used in physiologic time series, but also in financial time series.
has issue date	2014-12-15(xsd:dateTime)
bibo:doi	10.1016/j.physa.2014.08.055
bibo:pmid	32288089
has license	els-covid
sha1sum (hex)	48ef897af4afe516390a5a80e0495dd6b72a111d
schema:url	https://doi.org/10.1016/j.physa.2014.08.055
resource representing a document's title	Financial time series analysis based on information categorization method
has PubMed Central identifier	PMC7126836
has PubMed identifier	32288089
schema:publication	Physica A: Statistical Mechanics and its Applications
resource representing a document's body	covid:48ef897af4afe516390a5a80e0495dd6b72a111d#body_text
is schema:about of	named entity 'categorization' named entity 'CATEGORIZATION' named entity 'METHOD' named entity 'BASED' named entity 'TIME SERIES ANALYSIS' covid:arg/48ef897af4afe516390a5a80e0495dd6b72a111d named entity 'CLASSIFY' named entity 'CATEGORIZATION' named entity 'INFORMATION' named entity 'FINANCIAL' named entity 'METHOD' named entity 'APPLY' named entity 'FINANCIAL MARKETS' named entity '80%' named entity 'INFORMATION' named entity 'financial market' named entity 'stock markets' named entity 'Asia' named entity 'stock markets' named entity 'time series' named entity 'time series' named entity 'normalized' named entity 'stock markets' named entity 'Japan' named entity 'Asian currency crisis' named entity 'time series' named entity 'time series' named entity 'time series' named entity 'Shannon entropy' named entity 'time series' named entity 'entropy' named entity 'stock markets' named entity 'stock markets' named entity 'algorithm' named entity 'Asian' named entity 'global financial crisis' named entity 'biologic systems' named entity 'probability' named entity 'phylogenetic tree' named entity 'stock markets' named entity 'time series' named entity 'Asia' named entity 'stock market' named entity 'time series' named entity 'correlation' named entity 'Time-Varying' named entity 'dissimilarity index' named entity 'Asian currency crisis' named entity 'time series' named entity 'stock indices' named entity 'global financial crisis' named entity 'time series' named entity 'time series' named entity 'entropy' named entity 'pattern analysis' named entity 'stock markets' named entity 'approximate entropy' named entity 'time series' named entity 'time series' named entity 'stock market' named entity 'dissimilarity index' named entity 'shortest path' named entity 'stock market' named entity 'stock markets' named entity 'time series' named entity 'distance measure' named entity 'dissimilarity index' named entity 'time series' named entity 'global financial crisis' named entity 'stock markets' named entity 'rank-frequency distribution' named entity 'global financial crisis' named entity 'stock indices' named entity 'Asian currency crisis' named entity 'sample entropy' named entity 'global financial crisis' named entity 'Asian currency crisis' named entity 'stock index' named entity 'normalization factor'

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