Cargando…
Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage
In this study, we analyzed structural changes in financial markets under COVID-19 to support investors’ investment decisions. Because an explanation of these changes is necessary to respond appropriately to said changes and prepare for similar major changes in the future, we visualized the financial...
Autores principales: | Nishikawa, Yosuke, Yoshino, Takaaki, Sugie, Toshiaki, Nakata, Yoshiyuki, Itou, Kakeru, Ohsawa, Yukio |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2022
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9778065/ https://www.ncbi.nlm.nih.gov/pubmed/36554130 http://dx.doi.org/10.3390/e24121726 |
Ejemplares similares
-
The Impact of Financial and Macroeconomic Shocks on the Entropy of Financial Markets
por: Anagnoste, Sorin, et al.
Publicado: (2019) -
Regional Seismic Information Entropy to Detect Earthquake Activation Precursors
por: Ohsawa, Yukio
Publicado: (2018) -
Modeling the Comovement of Entropy between Financial Markets
por: Caraiani, Petre
Publicado: (2018) -
Entropy-Based Behavioural Efficiency of the Financial Market
por: Dinga, Emil, et al.
Publicado: (2021) -
Adjusting protein graphs based on graph entropy
por: Peng, Sheng-Lung, et al.
Publicado: (2014)