Cargando…

Exploring Market State and Stock Interactions on the Minute Timescale

A stock market is a non-stationary complex system. The stock interactions are important for understanding the state of the market. However, our knowledge on the stock interactions on the minute timescale is limited. Here we apply the random matrix theory and methods in complex networks to study the...

Descripción completa

Detalles Bibliográficos
Autores principales: Tan, Lei, Chen, Jun-Jie, Zheng, Bo, Ouyang, Fang-Yan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2016
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC4762888/
https://www.ncbi.nlm.nih.gov/pubmed/26900948
http://dx.doi.org/10.1371/journal.pone.0149648