A New Method for Determining the Embedding Dimension of Financial Time Series Based on Manhattan Distance and Recurrence Quantification Analysis

Hanhuai Zhu, Jingjing Huang. A New Method for Determining the Embedding Dimension of Financial Time Series Based on Manhattan Distance and Recurrence Quantification Analysis. Entropy, 24(9):1298, 2022. [doi]

Authors

Hanhuai Zhu

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Jingjing Huang

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