How long the singular value decomposed entropy predicts the stock market? — Evidence from the Dow Jones Industrial Average Index
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- Caraiani, Petre, 2017. "The predictive power of local properties of financial networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 466(C), pages 79-90.
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More about this item
KeywordsStock market; Prediction; DCCA; Entropy;
StatisticsAccess and download statistics
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