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Structure and dynamics of financial networks by feature ranking method
Much research has been done on time series of financial market in last two decades using linear and non-linear correlation of the returns of stocks. In this paper, we design a method of network reconstruction for the financial market by using the insights from machine learning tool. To do so, we ana...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Nature Publishing Group UK
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8413283/ https://www.ncbi.nlm.nih.gov/pubmed/34475512 http://dx.doi.org/10.1038/s41598-021-97100-1 |