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Feature ranking and network analysis of global financial indices

The feature ranking method of machine learning is applied to investigate the feature ranking and network properties of 21 world stock indices. The feature ranking is the probability of influence of each index on the target. The feature ranking matrix is determined by using the returns of indices on...

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Detalles Bibliográficos
Autores principales:	Rakib, Mahmudul Islam, Hossain, Md. Javed, Nobi, Ashadun
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Public Library of Science 2022
Materias:	Research Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9165829/ https://www.ncbi.nlm.nih.gov/pubmed/35657936 http://dx.doi.org/10.1371/journal.pone.0269483

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