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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer International Publishing
2017
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| 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 |