Relativistic time effects in financial dynamics
| Data(s) |
06/02/2014
06/02/2014
2013
|
|---|---|
| Resumo |
Financial time series have a complex dynamic nature. Many techniques were adopted having in mind standard paradigms of time flow. This paper explores an alternative route involving relativistic effects. It is observed that the measuring perspective influences the results and that we can have different time textures. |
| Identificador |
DOI 10.1007/s11071-013-1100-8 0924-090X 1573-269X |
| Idioma(s) |
eng |
| Publicador |
Springer |
| Relação |
Nonlinear Dynamics; http://link.springer.com/article/10.1007%2Fs11071-013-1100-8 |
| Direitos |
openAccess |
| Palavras-Chave | #Relativity #Time series #Complex dynamics #Financial analysis #Multidimensional scaling |
| Tipo |
article |
