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Development of Stock Networks Using Part Mutual Information and Australian Stock Market Data

Complex network is a powerful tool to discover important information from various types of big data. Although substantial studies have been conducted for the development of stock relation networks, correlation coefficient is dominantly used to measure the relationship between stock pairs. Informatio...

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Détails bibliographiques
Publié dans:Entropy (Basel)
Auteurs principaux: Yan, Yan, Wu, Boyao, Tian, Tianhai, Zhang, Hu
Format: Artigo
Langue:Inglês
Publié: MDPI 2020
Sujets:
Accès en ligne:https://ncbi.nlm.nih.gov/pmc/articles/PMC7517323/
https://ncbi.nlm.nih.gov/pubmed/33286545
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e22070773
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