Measuring stock market resiliency with Discrete Fourier Transform for high frequency data

Joanna Olbryś , Michał Mursztyn

Abstract

n/a
Author Joanna Olbryś (FCS / DTCS)
Joanna Olbryś,,
- Department of Theoretical Computer Science
, Michał Mursztyn (FCS)
Michał Mursztyn,,
- Faculty of Computer Science
Journal seriesPhysica A-Statistical Mechanics and Its Applications, ISSN 0378-4371, (N/A 70 pkt)
Issue year2019
Vol513
Pages248-256
Publication size in sheets0.5
ASJC Classification3104 Condensed Matter Physics; 2613 Statistics and Probability
DOIDOI:10.1016/j.physa.2018.09.028
Internal identifier000043837
Languageen angielski
Score (nominal)70
Score sourcejournalList
ScoreBUT score = 36.0, 28-12-2018, manual
Ministerial score = 70.0, 04-03-2020, ArticleFromJournal
Publication indicators Scopus SNIP (Source Normalised Impact per Paper): 2016 = 1.324; WoS Impact Factor: 2018 = 2.5 (2) - 2018=2.464 (5)
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