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Crash Diagnosis and Price Rebound Prediction in NYSE Composite Index Based on Visibility Graph and Time-Evolving Stock Correlation Network
This study proposes a framework to diagnose stock market crashes and predict the subsequent price rebounds. Based on the observation of anomalous changes in stock correlation networks during market crashes, we extend the log-periodic power-law model with a metric that is proposed to measure network...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
MDPI
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8699956/ https://www.ncbi.nlm.nih.gov/pubmed/34945918 http://dx.doi.org/10.3390/e23121612 |