Structure and dynamics of financial networks by feature ranking method
Abstract Much research has been done on time series of financial market in last two decades using linear and non-linear correlation of the returns of stocks. In this paper, we design a method of network reconstruction for the financial market by using the insights from machine learning tool. To do s...
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| Autores principales: | , , |
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| Formato: | article |
| Lenguaje: | EN |
| Publicado: |
Nature Portfolio
2021
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| Materias: | |
| Acceso en línea: | https://doaj.org/article/74cf3bcd62a942bdbc75ff876706e072 |
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