INVESTIGADORES
MARTINEZ Lisana BelÉn
congresos y reuniones científicas
Título:
Data manipulation detection via permutation Information. Theory quantifiers
Autor/es:
AURELIO FERNÁNDEZ BARIVIERA; M. BELÉN GUERCIO; LISANA B. MARTINEZ
Lugar:
Maseió
Reunión:
Congreso; MEDYFINOL - XIX Reunión XVIII Conference on Nonequilibrium Statistical Mechanics and Nonlinear Physics; 2014
Institución organizadora:
Universidad Federal de Alagoas, Maceió, Alagoas, Brazil
Resumen:
We analyze several interest rates time series and we detect an anomalous behavior, which couldbe consistent with data manipulation