Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain (English)
- New search for: Lahmiri, Salim
- New search for: Uddin, Gazi Salah
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- New search for: Lahmiri, Salim
- New search for: Uddin, Gazi Salah
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In:
Physica A: Statistical Mechanics and its Applications
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486
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947-955
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2017
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domain
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Contributors:
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Published in:Physica A: Statistical Mechanics and its Applications ; 486 ; 947-955
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Publisher:
- New search for: Elsevier B.V.
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Publication date:2017-05-05
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Size:9 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 486
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 1
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Multi-objective clustering technique based on -nodes update policy and similarity matrix for mining communities in social networksShang, Ronghua / Liu, Huan / Jiao, Licheng et al. | 2017
- 25
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On the second-law-like inequalities for Langevin subsystemsXiao, Tiejun et al. | 2016
- 31
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Exploring anti-community structure in networks with application to incompatibility of traditional Chinese medicineZhu, Jiajing / Liu, Yongguo / Zhang, Yun / Liu, Xiaofeng / Xiao, Yonghua / Wang, Shidong / Wu, Xindong et al. | 2017
- 44
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Topological effects on the mechanical properties of polymer knotsZhao, Yani / Ferrari, Franco et al. | 2017
- 65
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A density based link clustering algorithm for overlapping community detection in networksZhou, Xu / Liu, Yanheng / Wang, Jian / Li, Chun et al. | 2017
- 79
-
Effect of mesoscopic conservative phenomena in the dynamics of chemical reactions at the macroscopic scaleZárate-Navarro, Marco A. / García-Sandoval, J. Paulo / Dochain, Denis / Hudon, Nicolas et al. | 2017
- 92
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Temporal stability in human interaction networksFabbri, Renato / Fabbri, Ricardo / Antunes, Deborah Christina / Pisani, Marilia Mello / de Oliveira, Osvaldo Novais Junior et al. | 2017
- 106
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Probabilistic prediction of outbreaks of meningococcus W-135 infections over the next few years in SpainAcedo, L. / Burgos, C. / Cortés, J.-C. / Villanueva, R.-J. et al. | 2017
- 118
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Information transfer across intra/inter-structure of CDS and stock marketsLim, Kyuseong / Kim, Sehyun / Kim, Soo Yong et al. | 2017
- 127
-
A stochastic SIS epidemic model with vaccinationCao, Boqiang / Shan, Meijing / Zhang, Qimin / Wang, Weiming et al. | 2017
- 144
-
Dynamics of a modified Hindmarsh–Rose neural model with random perturbations: Moment analysis and firing activitiesMondal, Argha / Upadhyay, Ranjit Kumar et al. | 2017
- 161
-
Anisotropic Heisenberg model for the mixed spin-2 and spin-1/2 in the Oguchi approximation on the simple cubic latticeAlbayrak, Erhan et al. | 2017
- 168
-
Cross-correlations between RMB exchange rate and international commodity marketsLu, Xinsheng / Li, Jianfeng / Zhou, Ying / Qian, Yubo et al. | 2017
- 183
-
Multifractal analysis of Moroccan family business stock returnsLahmiri, Salim et al. | 2017
- 192
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Adoption of innovations with contrarian agents and repentanceGordon, Mirta B. / Laguna, M.F. / Gonçalves, S. / Iglesias, J.R. et al. | 2017
- 206
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Recognizing of stereotypic patterns in epileptic EEG using empirical modes and waveletsGrubov, V.V. / Sitnikova, E. / Pavlov, A.N. / Koronovskii, A.A. / Hramov, A.E. et al. | 2017
- 218
-
S-Lagrangian dynamics of many-body systems and behavior of social groups: Dominance and hierarchy formationSandler, U. et al. | 2017
- 242
-
Identifying node spreading influence for tunable clustering coefficient networksWang, Zi-Yi / Han, Jing-Ti / Zhao, Jun et al. | 2017
- 251
-
Key node selection in minimum-cost control of complex networksDing, Jie / Wen, Changyun / Li, Guoqi et al. | 2017
- 262
-
Modeling the dynamics of dissentLee, Eun / Holme, Petter / Lee, Sang Hoon et al. | 2017
- 273
-
Permutation entropy analysis based on Gini–Simpson index for financial time seriesJiang, Jun / Shang, Pengjian / Zhang, Zuoquan / Li, Xuemei et al. | 2017
- 284
-
Anomalous behaviour of droplet coalescence in a two-dimensional complex systemBasak, Uttam Kumar / Datta, Alokmay et al. | 2017
- 296
-
Evidence for the ferromagnetic frustration in a classical spin- system with multisite interaction in external magnetic field: Exact resultsJurčišinová, E. / Jurčišin, M. et al. | 2017
- 318
-
Identifying key nodes based on improved structural holes in complex networksYu, Hui / Cao, Xi / Liu, Zun / Li, Yongjun et al. | 2017
- 328
-
Lacunarity study of speckle patterns produced by rough surfacesDias, M.R.B. / Dornelas, D. / Balthazar, W.F. / Huguenin, J.A.O. / da Silva, L. et al. | 2017
- 337
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Quantum harmonically kicked environmentsCustódio, M.S. / Strunz, W.T. / Beims, M.W. et al. | 2017
- 347
-
Stochastic periodic solution for a perturbed non-autonomous predator–prey model with generalized nonlinear harvesting and impulsesZhang, Yan / Chen, Shihua / Gao, Shujing / Wei, Xiang et al. | 2017
- 367
-
Thermal entanglement in a spin-1/2 Ising-XYZ distorted diamond chain with the second-neighbor interaction between nodal Ising spinsRojas, Onofre / Rojas, M. / de Souza, S.M. / Torrico, J. / Strečka, J. / Lyra, M.L. et al. | 2017
- 378
-
Periodic solution for the stochastic chemostat with general response functionWang, Liang / Jiang, Daqing et al. | 2017
- 386
-
Effects of autapse and ion channel block on the collective firing activity of Newman–Watts small-world neuronal networksUzun, Rukiye / Yilmaz, Ergin / Ozer, Mahmut et al. | 2017
- 397
-
Wax and wane of the cross-sectional momentum and contrarian effects: Evidence from the Chinese stock marketsShi, Huai-Long / Zhou, Wei-Xing et al. | 2017
- 408
-
Properties of a new small-world network with spatially biased random shortcutsMatsuzawa, Ryo / Tanimoto, Jun / Fukuda, Eriko et al. | 2017
- 416
-
Helical turbulence with small-scale energy and helicity sources and external intermediate scale noises as the origin of large scale generationChkhetiani, Otto G. / Gledzer, Evgeny B. et al. | 2017
- 434
-
Law of large numbers for the SIR model with random vertex weights on Erdős–Rényi graphXue, Xiaofeng et al. | 2017
- 446
-
A compartmental model for computer virus propagation with kill signalsRen, Jianguo / Xu, Yonghong et al. | 2017
- 455
-
Testability of evolutionary game dynamics based on experimental economics dataWang, Yijia / Chen, Xiaojie / Wang, Zhijian et al. | 2017
- 465
-
The influence of contrarians in the dynamics of opinion formationGambaro, Joao Paulo / Crokidakis, Nuno et al. | 2017
- 473
-
Price–volume multifractal analysis of the Moroccan stock marketEl Alaoui, Marwane et al. | 2017
- 486
-
Interpreting the Weibull fitting parameters for diffusion-controlled release dataIgnacio, Maxime / Chubynsky, Mykyta V. / Slater, Gary W. et al. | 2017
- 497
-
An influence of vacancies and elastic deformation coupling onto phase decomposition of binary systemsKharchenko, Dmitrii O. / Kharchenko, Vasyl O. / Lysenko, Irina O. / Shuda, Irina A. et al. | 2017
- 508
-
Electromagnetic induction and radiation-induced abnormality of wave propagation in excitable mediaMa, Jun / Wu, Fuqiang / Hayat, Tasawar / Zhou, Ping / Tang, Jun et al. | 2017
- 517
-
Identification of influential users by neighbors in online social networksSheikhahmadi, Amir / Nematbakhsh, Mohammad Ali / Zareie, Ahmad et al. | 2017
- 535
-
The interaction of financial news between mass media and new media: Evidence from news on Chinese stock marketZhang, Yongjie / Zhang, Zuochao / Liu, Lanbiao / Shen, Dehua et al. | 2017
- 542
-
Impact of marital status on healthRichmond, Peter / Roehner, Bertrand M. et al. | 2017
- 554
-
What is new about covered interest parity condition in the European Union? Evidence from fractal cross-correlation regressionsFerreira, Paulo / Kristoufek, Ladislav et al. | 2017
- 567
-
Topological evolution of the internet public opinionLian, Ying / Dong, Xuefan / Liu, Yijun et al. | 2017
- 579
-
Temperature oscillations and sound waves in hadronic matterWilk, G. / Włodarczyk, Z. et al. | 2017
- 587
-
Analysis of the fluctuations of the tumour/host interfaceMilotti, Edoardo / Vyshemirsky, Vladislav / Stella, Sabrina / Dogo, Federico / Chignola, Roberto et al. | 2017
- 595
-
Modeling stochastic frontier based on vine copulasConstantino, Michel / Candido, Osvaldo / Tabak, Benjamin M. / da Costa, Reginaldo Brito et al. | 2017
- 610
-
Information flow in a network of dispersed signalers-receiversHalupka, Konrad et al. | 2017
- 618
-
Traders’ behavioral coupling and market phase transitionMa, Rong / Zhang, Yin / Li, Honggang et al. | 2017
- 628
-
Bivariate sub-Gaussian model for stock index returnsJabłońska-Sabuka, Matylda / Teuerle, Marek / Wyłomańska, Agnieszka et al. | 2017
- 638
-
Global stability of an age-structure epidemic model with imperfect vaccination and relapseCao, Bin / Huo, Hai-Feng / Xiang, Hong et al. | 2017
- 656
-
Jump spillover between oil prices and exchange ratesLi, Xiao-Ping / Zhou, Chun-Yang / Wu, Chong-Feng et al. | 2017
- 668
-
Cooperation enhanced by habitat destruction in Prisoner’s Dilemma GamesYang, Xiqing / Wang, Wanxiong / Zhang, Feng / Qiao, Hongqiang et al. | 2017
- 674
-
Route to chaos and some properties in the boundary crisis of a generalized logistic mappingda Costa, Diogo Ricardo / Medrano-T, Rene O. / Leonel, Edson Denis et al. | 2017
- 681
-
Statistical–mechanical theory of self-diffusion in dilute suspensions of macroionsTokuyama, Michio / Furubayashi, Takaaki / Kawamura, Junichi et al. | 2017
- 701
-
Directed information graphs for the Granger causality of multivariate time seriesGao, Wei / Cui, Wanqi / Ye, Wenna et al. | 2017
- 711
-
Benford’s law and the FSD distribution of economic behavioral micro dataVillas-Boas, Sofia B. / Fu, Qiuzi / Judge, George et al. | 2017
- 720
-
Analysis of the trip costs of a traffic corridor with two entrances and one exit under car-following modelTang, Tie-Qiao / Wang, Tao / Chen, Liang / Shang, Hua-Yan et al. | 2017
- 730
-
Assessment of 48 Stock markets using adaptive multifractal approachFerreira, Paulo / Dionísio, Andreia / Movahed, S.M.S. et al. | 2017
- 751
-
Positive recurrent of stochastic coral reefs modelHuang, Zaitang et al. | 2017
- 762
-
Phase transitions in tumor growth: V what can be expected from cancer glycolytic oscillations?Martin, R.R. / Montero, S. / Silva, E. / Bizzarri, M. / Cocho, G. / Mansilla, R. / Nieto-Villar, J.M. et al. | 2017
- 772
-
Spatial quantile estimation of multivariate threshold time series modelsJiang, Jiancheng / Jiang, Xuejun / Li, Jingzhi / Liu, Yi / Yan, Wanfeng et al. | 2017
- 782
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An improved shuffled frog leaping algorithm based evolutionary framework for currency exchange rate predictionDash, Rajashree et al. | 2017
- 797
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Lindy’s LawEliazar, Iddo et al. | 2017
- 806
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Stability analysis of a new lattice hydrodynamic model by considering lattice’s self-anticipative density effectZhang, Geng / Sun, Di-Hua / Liu, Hui / Chen, Dong et al. | 2017
- 814
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A new lattice model accounting for multiple optimal current differences’ anticipation effect in two-lane systemLi, Xiaoqin / Fang, Kangling / Peng, Guanghan et al. | 2017
- 827
-
Contribution diversity and incremental learning promote cooperation in public goods gamesLiu, Penghui / Liu, Jing et al. | 2017
- 839
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Diffusion of phonons through (along and across) the ultrathin crystalline filmsŠetrajčić, J.P. / Jaćimovski, S.K. / Vučenović, S.M. et al. | 2017
- 849
-
Phase diagram for one-way traffic flow with local controlLykov, A.A. / Malyshev, V.A. / Melikian, M.V. et al. | 2017
- 867
-
Asymptotic behavior of a stochastic delayed HIV-1 infection model with nonlinear incidenceLiu, Qun / Jiang, Daqing / Hayat, Tasawar / Ahmad, Bashir et al. | 2017
- 883
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Debt and growth: A non-parametric approachBrida, Juan Gabriel / Gómez, David Matesanz / Seijas, Maria Nela et al. | 2017
- 895
-
Optical absorption and delocalization in a quaternary tight-binding chain with correlated disorderda Silva, L.D. / Ranciaro Neto, A. / Sales, M.O. / Lyra, M.L. / de Moura, F.A.B.F. et al. | 2017
- 901
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Simulation of glioblastoma multiforme (GBM) tumor cells using ising model on the Creutz Cellular AutomatonZüleyha, Artuç / Ziya, Merdan / Selçuk, Yeşiltaş / Kemal, Öztürk M. / Mesut, Tez et al. | 2017
- 908
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To the theory of shear elastic properties of magnetic gelsLopez-Lopez, M.T. / Iskakova, L.Yu. / Zubarev, A.Yu. et al. | 2017
- 915
-
Age spectrometry of infant death rates as a probe of immunity: Identification of two peaks due to viral and bacterial diseases respectivelyBerrut, Sylvie / Richmond, Peter / Roehner, Bertrand M. et al. | 2017
- 925
-
Calorimetric analysis points out the physical-chemistry of organic olive oils and reveals the geographical originMallamace, Domenico / Vasi, Sebastiano / Corsaro, Carmelo / Naccari, Clara / Clodoveo, Maria Lisa / Dugo, Giacomo / Cicero, Nicola et al. | 2017
- 933
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Frequency aspects of information transmission in a network of three western equity marketsSchmidbauer, Harald / Rösch, Angi / Uluceviz, Erhan et al. | 2017
- 947
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Clustering of short and long-term co-movements in international financial and commodity markets in wavelet domainLahmiri, Salim / Uddin, Gazi Salah / Bekiros, Stelios et al. | 2017
- 956
-
Topological properties of four networks in protein structuresMin, Seungsik / Kim, Kyungsik / Chang, Ki-Ho / Ha, Deok-Ho / Lee, Jun-Ho et al. | 2017
- 968
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Identification of influential nodes based on temporal-aware modeling of multi-hop neighbor interactions for influence spread maximizationUllah, Farman / Lee, Sungchang et al. | 2017
- 986
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A path integral approach to the Hodgkin–Huxley modelBaravalle, Roman / Rosso, Osvaldo A. / Montani, Fernando et al. | 2017
- 1000
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Two complementary lattice-Boltzmann-based analyses for nonlinear systemsOtomo, Hiroshi / Boghosian, Bruce M. / Dubois, François et al. | 2017
- 1012
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Some properties of cumulative Tsallis entropyCalì, Camilla / Longobardi, Maria / Ahmadi, Jafar et al. | 2017
- IFC
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Editorial Board| 2017