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Financial market predictability with tensor decomposition and links forecast

Inspecting financial markets from a complex network perspective means to extract relationships and interdependencies from stock price time series. Correlation networks have been shown to adequately capture such dependence structures between financial assets. Moreover, researchers have observed modif...

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Detalles Bibliográficos
Autor principal: Spelta, A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6214239/
https://www.ncbi.nlm.nih.gov/pubmed/30443562
http://dx.doi.org/10.1007/s41109-017-0028-1