Financial market predictability with tensor decomposition and links forecast
Abstract Inspecting financial markets from a complex network perspective means to extract relationships and interdependencies from stock price time series. Correlation networks have been shown to adequately capture such dependence structures between financial assets. Moreover, researchers have obser...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2017-05-01
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| Series: | Applied Network Science |
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| Online Access: | http://link.springer.com/article/10.1007/s41109-017-0028-1 |