Ryszard Szupiluk, Piotr Wojewnik, Tomasz Zabkowski. Multistage Covariance Approach to Measure the Randomness in Financial Time Series Analysis. In James O Shea, Ngoc Thanh Nguyen, Keeley A. Crockett, Robert J. Howlett, Lakhmi C. Jain, editors, Agent and Multi-Agent Systems: Technologies and Applications - 5th KES International Conference, KES-AMSTA 2011, Manchester, UK, June 29 - July 1, 2011. Proceedings. Volume 6682 of Lecture Notes in Computer Science, pages 610-619, Springer, 2011. [doi]
Abstract is missing.