A similarity of multivariate time series in stocks network analysis
Correlation-based network as a model for financial markets, especially stock market, is a complex system has received much attention. There have been a lot of studies which deals with stocks network analysis, where each stock is represented by a univariate time series of its closing price, and then...
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| Format: | Thesis |
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2016-03.
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| Online Access: | Get fulltext |