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Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study
In this paper, we explore the problem of establishing a network among the stocks of a market at high frequency level and give an application to program trading. Our work uses high frequency data from the National Stock Exchange, India, for the year 2014. To begin, we analyse the spectrum of the corr...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6715228/ https://www.ncbi.nlm.nih.gov/pubmed/31465507 http://dx.doi.org/10.1371/journal.pone.0221910 |