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A New Method for Determining the Embedding Dimension of Financial Time Series Based on Manhattan Distance and Recurrence Quantification Analysis
by
Zhu
,
Hanhuai
,
Huang, Jingjing
Published in
Entropy (Basel, Switzerland)
(14.09.2022)
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Recurrence Plot Analysis of Stock Market Based on CAPM Model and Stock Price Time Series
by
Zhu
,
Hanhuai
,
Huang, Jingjing
Published in
Fluctuation and noise letters
(01.02.2023)
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