Detection of statistical asymmetries in non-stationary sign time series: Analysis of foreign exchange data

• Arthur Matsuo Yamashita Rios de Sousa,

  Affiliation Department of Mathematical and Computing Science, School of Computing, Tokyo Institute of Technology, Midori-ku, Yokohama, Japan

  http://orcid.org/0000-0003-3813-1295

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• Hideki Takayasu,

  Affiliations Sony Computer Science Laboratories, Shinagawa-ku, Tokyo, Japan, Advanced Data Analysis and Modeling Unit, Institute of Innovative Research, Tokyo Institute of Technology, Midori-ku, Yokohama, Japan

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• Misako Takayasu

  * E-mail: takayasu.m.aa@m.titech.ac.jp

  Affiliations Department of Mathematical and Computing Science, School of Computing, Tokyo Institute of Technology, Midori-ku, Yokohama, Japan, Advanced Data Analysis and Modeling Unit, Institute of Innovative Research, Tokyo Institute of Technology, Midori-ku, Yokohama, Japan

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