Graph embedded dynamic mode decomposition for stock price prediction
Year of publication: |
2023
|
---|---|
Authors: | Yip, Andy ; Ng, William ; Siu, Ka-Wai ; Cheung, Albert C. ; Ng, Michael K. |
Published in: |
Algorithmic finance. - Amsterdam : IOS Press, ISSN 2158-5571, ZDB-ID 3099846-3. - Vol. 10.2023, 1/2, p. 39-51
|
Subject: | Trading strategy | modeling asset price dynamics | dynamical systems | graph theory | Börsenkurs | Share price | Graphentheorie | Graph theory | CAPM | Prognoseverfahren | Forecasting model | Dynamische Wirtschaftstheorie | Economic dynamics |
-
Predicting stock price crash risk in China : a modified graph WaveNet model
Jing, Zhongbo, (2024)
-
Core patent forecasting based on graph neural networks with an application in stock markets
Han, Songqiao, (2024)
-
A network approach to unravel asset price comovement using minimal dependence structure
Carvalho, Pablo José Campos de, (2018)
- More ...
-
Quality management of laboratory support services in tertiary institutions
Siu, Vincent Y.F., (1999)
-
Quality management of laboratory support services in tertiary institutions
Siu, Vincent Y.F., (1999)
-
Huang, Zhexue, (2003)
- More ...