Definition of Distance for Marked Point Process Data and its Application to Recurrence Plot-Based Analysis of Exchange Tick Data of Foreign Currencies

Satoshi Suzuki, Yoshito Hirata, Kazuyuki Aihara. Definition of Distance for Marked Point Process Data and its Application to Recurrence Plot-Based Analysis of Exchange Tick Data of Foreign Currencies. I. J. Bifurcation and Chaos, 20(11):3699-3708, 2010. [doi]

Authors

Satoshi Suzuki

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Yoshito Hirata

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Kazuyuki Aihara

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