Publicação
Relativistic time effects in financial dynamics
| dc.contributor.author | Machado, J. A. Tenreiro | |
| dc.date.accessioned | 2014-02-06T16:12:57Z | |
| dc.date.available | 2014-02-06T16:12:57Z | |
| dc.date.issued | 2013 | |
| dc.description.abstract | 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. | por |
| dc.identifier | DOI 10.1007/s11071-013-1100-8 | |
| dc.identifier.issn | 0924-090X | |
| dc.identifier.issn | 1573-269X | |
| dc.identifier.uri | http://hdl.handle.net/10400.22/3768 | |
| dc.language.iso | eng | por |
| dc.peerreviewed | yes | por |
| dc.publisher | Springer | por |
| dc.relation.ispartofseries | Nonlinear Dynamics; | |
| dc.relation.publisherversion | http://link.springer.com/article/10.1007%2Fs11071-013-1100-8 | por |
| dc.subject | Relativity | por |
| dc.subject | Time series | por |
| dc.subject | Complex dynamics | por |
| dc.subject | Financial analysis | por |
| dc.subject | Multidimensional scaling | por |
| dc.title | Relativistic time effects in financial dynamics | por |
| dc.type | journal article | |
| dspace.entity.type | Publication | |
| oaire.citation.title | Nonlinear Dynamics | por |
| person.familyName | Tenreiro Machado | |
| person.givenName | J. A. | |
| person.identifier.ciencia-id | 7A18-4935-5B29 | |
| person.identifier.orcid | 0000-0003-4274-4879 | |
| person.identifier.rid | M-2173-2013 | |
| person.identifier.scopus-author-id | 55989030100 | |
| rcaap.rights | openAccess | por |
| rcaap.type | article | por |
| relation.isAuthorOfPublication | 82cd5c17-07b6-492b-b3e3-ecebdad1254f | |
| relation.isAuthorOfPublication.latestForDiscovery | 82cd5c17-07b6-492b-b3e3-ecebdad1254f |