Reconstructing a complex financial network using compressed sensing based on low-frequency time series data
Jingjian Si, Jinsheng Zhou, Xiangyun Gao, Wang Ze, Wu Tao, Yiran Zhao
| Year of publication: |
2022
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|---|---|
| Authors: | Si, Jingjian ; Zhou, Jinsheng ; Gao, Xiangyun ; Wang, Ze ; Wu, Tao ; Zhao, Yiran |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-9
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| Subject: | Complex network | Compressed sensing | Network reconstruction | Time series | Zeitreihenanalyse | Time series analysis | Unternehmensnetzwerk | Business network | Netzwerk | Network | Komplexe Systeme | Complex systems | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103097 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013478776