The predictive power of singular value decomposition entropy for stock market dynamics
Year of publication: |
2014
|
---|---|
Authors: | Caraiani, Petre |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 393.2014, C, p. 571-578
|
Publisher: |
Elsevier |
Subject: | Correlations matrices | Stock market | Singular value decomposition | Entropy |
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