• Title of article

    Timing matters in foreign exchange markets

  • Author/Authors

    Hirata، نويسنده , , Yoshito and Aihara، نويسنده , , Kazuyuki، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2012
  • Pages
    7
  • From page
    760
  • To page
    766
  • Abstract
    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.
  • Keywords
    marked point process , DISTANCES , Recurrence plots , Prediction
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Serial Year
    2012
  • Journal title
    Physica A Statistical Mechanics and its Applications
  • Record number

    1734935