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Publicação
Relativistic time effects in financial dynamics
Autores
Machado, J. A. Tenreiro
Orientador(es)
Resumo(s)
Financial time series have a complex dynamic
nature. Many techniques were adopted having
in mind standard paradigms of time flow. This paper
explores an alternative route involving relativistic effects.
It is observed that the measuring perspective influences
the results and that we can have different time
textures.
Descrição
Palavras-chave
Relativity Time series Complex dynamics Financial analysis Multidimensional scaling