Browsing University of Galway Theses by Author "Metadjer, Naoise"
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A complex systems approach to financial market analysis: Nonlinearity, regime shifts and early warning indicators
Metadjer, Naoise (2017-08-16)The history of financial markets over the past century points to the stylised fact that markets build up to a peak and then crash. Many of the standard methods for risk estimation and modelling of financial time series ...