Evidence for deterministic nonlinear dynamics in financial time series data - researchr publication authors

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Michael Small, Chi Kong Tse. Evidence for deterministic nonlinear dynamics in financial time series data. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 339-346, IEEE, 2003. [doi]

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