The Linear Relationship Model with LASSO for Studying Stock Networks

The correlation-based network is a powerful tool to reveal the influential mechanisms and relations in stock markets. However, current methods for developing network models are dominantly based on the pairwise relationship of positive correlations. This work proposes a new approach for developing st...

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Detalles Bibliográficos
Autores principales: Chen, Muzi, Tian, Hongjiong, Wu, Boyao, Tian, Tianhai
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9222946/
https://www.ncbi.nlm.nih.gov/pubmed/35741529
http://dx.doi.org/10.3390/e24060808

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9222946/
https://www.ncbi.nlm.nih.gov/pubmed/35741529
http://dx.doi.org/10.3390/e24060808

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