Exportar Publicação

A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Pedro Ferreira & Mendes, D. A. (2014). A New Mixed Method to Select Non-Linear Complex Time Series. 3rd International Conference on Dynamics, Games and Science.
Exportar Referência (IEEE) 
P. F. Ferreira and D. E. Mendes,  "A New Mixed Method to Select Non-Linear Complex Time Series", in 3rd Int. Conf. on Dynamics, Games and Science, Porto, 2014
Exportar BibTeX 
@misc{ferreira2014_1731867585437,
	author = "Pedro Ferreira and Mendes, D. A.",
	title = "A New Mixed Method to Select Non-Linear Complex Time Series",
	year = "2014",
	howpublished = "Outro",
	url = "http://www.fc.up.pt/dgsiii/programme.html"
}
Exportar RIS 
TY  - CPAPER
TI  - A New Mixed Method to Select Non-Linear Complex Time Series
T2  - 3rd International Conference on Dynamics, Games and Science
AU  - Pedro Ferreira
AU  - Mendes, D. A.
PY  - 2014
CY  - Porto
UR  - http://www.fc.up.pt/dgsiii/programme.html
AB  - Implementation of a new mixed method to select non-linear complex financial series (fossil energetic commodities, carbon allowances commodity, and European eolic main-building utilities), underlying the local constant models on the attractors (Small and Tse (2004)) and the maximum likelihood estimates of fractals (Takens (1985)), for successive embedding dimensions (starts at one).
The time series of the asset daily prices (contracts (2000-2008)) such as coal, Acciona, Gamesa, and Repower present optimal embedding dimensions (5 ? de < 10) featuring non-linear complex (chaos and noise) financial series.
ER  -