Skip to main navigation
Skip to search
Skip to main content
Universidad del Rosario Home
English
Español
Home
Profiles
Research units
Research output
Projects
Press/Media
Datasets
Prizes
Activities
Impacts
Student theses
Search by expertise, name or affiliation
The Effect of Chaotic Recurrence and Financial Events on Stock Market
Fernando Juarez Acosta
School of Business Administration
Research output
:
Chapter in Book/Inform
›
Conference contribution
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'The Effect of Chaotic Recurrence and Financial Events on Stock Market'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Keyphrases
Stock Market
100%
Recurrence Events
100%
Financial Events
100%
Recurrence Quantification Analysis
100%
Colombians
75%
Market Index
75%
Share Price
50%
Market Capitalization
50%
Shared Value
25%
Technical Analysis
25%
Determinism
25%
Log Transformation
25%
Market Share
25%
Time Delay
25%
Recurrence Entropy
25%
Analysis Parameters
25%
Embedding Dimension
25%
Long-term Trends
25%
Recurrence Plot
25%
Stock Exchange
25%
Quantitative Recurrence
25%
Issuer
25%
Price Reaction
25%
Trapping Time
25%
Nonlinear Recurrence
25%
Time Dimension
25%
Laminarity
25%
Economics, Econometrics and Finance
Share Price
100%
Time Series
50%
Market Share
50%
Stock Exchange
50%
Earth and Planetary Sciences
Stock Market
100%
Time Series
25%
Financial Market
25%
Long-Term Trend
25%