Concepedia

Using dynamic mode decomposition to extract cyclic behavior in the stock market

Jia-Chen Hua, Sukesh Roy, Joseph L. McCauley, Gemunu H. Gunaratne

Physica A Statistical Mechanics and its Applications · 2015 · 33 citations · 23 references

DOI

Concepts

References

23

Turbulence and the dynamics of coherent structures. I. Coherent structures

Lawrence Sirovich · Quarterly of Applied Mathematics · 1987 · 6.1K citations · Full text

, , +13

Dynamic mode decomposition of numerical and experimental data

Peter J. Schmid · Journal of Fluid Mechanics · 2010 · 5.7K citations · Full text

, , +15

Spectral analysis of nonlinear flows

Clarence W. Rowley, Igor Mezić, Shervin Bagheri et al. · Journal of Fluid Mechanics · 2009 · 2.3K citations

, , +16

Atmospheric turbulence and radio-wave propagation

V. A. Krasilnikov, V. I. Tatarsky · 1962 · 1K citations

, , +13

Analysis of Fluid Flows via Spectral Properties of the Koopman Operator

Igor Mezić · Annual Review of Fluid Mechanics · 2012 · 992 citations

, , +17