Crash Diagnosis and Price Rebound Prediction in NYSE Composite Index Based on Visibility Graph and Time-Evolving Stock Correlation Network

This study proposes a framework to diagnose stock market crashes and predict the subsequent price rebounds. Based on the observation of anomalous changes in stock correlation networks during market crashes, we extend the log-periodic power-law model with a metric that is proposed to measure network...

Celý popis

Podrobná bibliografie

Hlavní autoři:	Yuxuan Xiu, Guanying Wang, Wai Kin Victor Chan
Médium:	Artigo
Jazyk:	Inglês
Vydáno:	MDPI AG 2021-11-01
Edice:	Entropy
Témata:	stock market crash rebound log-periodic power law visibility graph stock correlation network
On-line přístup:	https://www.mdpi.com/1099-4300/23/12/1612
Tagy:	Přidat tag Žádné tagy, Buďte první, kdo vytvoří štítek k tomuto záznamu!