Pith. sign in

REVIEW

Using detrended deconvolution foreign exchange network to identify currency status

Not yet reviewed by Pith; the record is open.

Re-run · record.json Download PDF Read on arXiv ↗

This paper has not been read by Pith yet. Machine review is queued; the pith claim, tier, and objections will appear here once it completes.

SPECIMEN: schema-true, not a live event

T0 review · schema-true

One-sentence machine reading of the paper's core claim.

pith:XXXXXXXX · record.json · timestamp

arxiv 2008.09482 v1 pith:A2Z75E7W submitted 2020-08-08 q-fin.ST physics.soc-ph

Pengfei Xi , Shiyang Lai , Xueying Wang , Weiqiang Huang This is my paper · ORCID
classification q-fin.STphysics.soc-ph
keywords networkddfendeconvolutiondetrendedexchangeforeignconstructioncurrency
verification ladder T0 review T1 audit T2 compute T3 formal

Signed reviews

No signed human review yet.

0 comments
read the original abstract

This article proposed a hybrid detrended deconvolution foreign exchange network construction method (DDFEN), which combined the detrended cross-correlation analysis coefficient (DCCC) and the network deconvolution method together. DDFEN is designed to reveal the `true' correlation of currencies by filtering indirect effects in the foreign exchange networks (FXNs). The empirical results show that DDFEN can reflect the change of currency status in the long term and also perform more stable than traditional network construction methods.

Discussion (0). Continue with ORCID to comment.

Pith tools