Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning
Year of publication: |
2023
|
---|---|
Authors: | Yang, Zhou ; Chi, Xie ; Wang, Gang-Jin ; Zhu, You ; Uddin, Mohammed Gazi Salah |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 64.2023, p. 1-24
|
Subject: | Co-movement | Complex network | Innovative financial assets | Machine learning | Prediction | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Innovation | Theorie | Theory |
-
How does node centrality in a financial network affect asset price prediction?
Xu, Yuhong, (2024)
-
On the stability of machine learning models : measuring model and outcome variance
Dhar, Vasant, (2020)
-
Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering
Mattera, Raffaele, (2024)
- More ...
-
Chen, Yan, (2024)
-
Wang, Gang-Jin, (2023)
-
Chen, Yan, (2023)
- More ...