Dynamical complexity analysis of multivariate financial data

Wenjun Er, Danilo P. Mandic. Dynamical complexity analysis of multivariate financial data. In IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2013, Vancouver, BC, Canada, May 26-31, 2013. pages 8732-8736, IEEE, 2013. [doi]

Abstract

Abstract is missing.