{"version":"1.0","provider_name":"Learning and NonLinear Models","provider_url":"https:\/\/sbia.org.br\/lnlm","author_name":"sbicbr","author_url":"https:\/\/sbia.org.br\/lnlm\/author\/sbicbr\/","title":"Testing for Non-Linear Structures in Artificial and Real-World Financial Data with Recurrence Quantification Analysis - Learning and NonLinear Models","type":"rich","width":600,"height":338,"html":"<blockquote class=\"wp-embedded-content\" data-secret=\"prH2IqeuhB\"><a href=\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol19-no1\/vol19-no1-art2\/\">Testing for Non-Linear Structures in Artificial and Real-World Financial Data with Recurrence Quantification Analysis<\/a><\/blockquote><iframe sandbox=\"allow-scripts\" security=\"restricted\" src=\"https:\/\/sbia.org.br\/lnlm\/publicacoes\/vol19-no1\/vol19-no1-art2\/embed\/#?secret=prH2IqeuhB\" width=\"600\" height=\"338\" title=\"&#8220;Testing for Non-Linear Structures in Artificial and Real-World Financial Data with Recurrence Quantification Analysis&#8221; &#8212; Learning and NonLinear Models\" data-secret=\"prH2IqeuhB\" frameborder=\"0\" marginwidth=\"0\" marginheight=\"0\" scrolling=\"no\" class=\"wp-embedded-content\"><\/iframe><script type=\"text\/javascript\">\n\/* <![CDATA[ *\/\n\/*! This file is auto-generated *\/\n!function(d,l){\"use strict\";l.querySelector&&d.addEventListener&&\"undefined\"!=typeof URL&&(d.wp=d.wp||{},d.wp.receiveEmbedMessage||(d.wp.receiveEmbedMessage=function(e){var t=e.data;if((t||t.secret||t.message||t.value)&&!\/[^a-zA-Z0-9]\/.test(t.secret)){for(var s,r,n,a=l.querySelectorAll('iframe[data-secret=\"'+t.secret+'\"]'),o=l.querySelectorAll('blockquote[data-secret=\"'+t.secret+'\"]'),c=new RegExp(\"^https?:$\",\"i\"),i=0;i<o.length;i++)o[i].style.display=\"none\";for(i=0;i<a.length;i++)s=a[i],e.source===s.contentWindow&&(s.removeAttribute(\"style\"),\"height\"===t.message?(1e3<(r=parseInt(t.value,10))?r=1e3:~~r<200&&(r=200),s.height=r):\"link\"===t.message&&(r=new URL(s.getAttribute(\"src\")),n=new URL(t.value),c.test(n.protocol))&&n.host===r.host&&l.activeElement===s&&(d.top.location.href=t.value))}},d.addEventListener(\"message\",d.wp.receiveEmbedMessage,!1),l.addEventListener(\"DOMContentLoaded\",function(){for(var e,t,s=l.querySelectorAll(\"iframe.wp-embedded-content\"),r=0;r<s.length;r++)(t=(e=s[r]).getAttribute(\"data-secret\"))||(t=Math.random().toString(36).substring(2,12),e.src+=\"#?secret=\"+t,e.setAttribute(\"data-secret\",t)),e.contentWindow.postMessage({message:\"ready\",secret:t},\"*\")},!1)))}(window,document);\n\/\/# sourceURL=https:\/\/sbia.org.br\/lnlm\/wp-includes\/js\/wp-embed.min.js\n\/* ]]> *\/\n<\/script>\n","description":"Ricardo Giglio &#038; Eduardo Ferreira da Silva Abstract: Early applications of empirical methods from chaos theory suggested the existence of low dimensional chaotic motion in empirical financial data. However, such results were questioned, and it is then believed that the Read More ...","thumbnail_url":"https:\/\/sbia.org.br\/lnlm\/wp-content\/uploads\/sites\/4\/2020\/09\/orcid.jpg"}