An autocatalytic network model for stock markets

被引：0
|
作者：
INSPER, Instituto de Ensino e Pesquisa, São Paulo, Brazil [1 ]
不详 [2 ]
机构：
来源：
Phys A Stat Mech Appl | / 122-127期
关键词：
Autocatalytic - Boolean Networks - Expected return - Fixed time interval - Movement pattern - Network modeling - Probabilistic Boolean networks - Short-term forecasting;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
引用
收藏
相关论文
共 50 条
  • [41] A Fuzzy Asymmetric GARCH model applied to stock markets
    Hung, Jui-Chung
    INFORMATION SCIENCES, 2009, 179 (22) : 3930 - 3943
  • [42] Cointegration of Indian stock markets with other leading stock markets
    Menon, N. Rajiv
    Subha, M. V.
    Sagaran, S.
    STUDIES IN ECONOMICS AND FINANCE, 2009, 26 (02) : 87 - +
  • [43] A Model of Threshold for the Two Stock Market Returns: Study of the Stock Markets in Switzerland and Canada
    Horng, Wann-Jyi
    Tsai, Ju Lan
    MEMS, NANO AND SMART SYSTEMS, PTS 1-6, 2012, 403-408 : 1228 - +
  • [44] Forecasting Chinese Stock Markets Volatility Based on Neural Network Combining
    Xiao, Wenbing
    Fei, Qi
    Chen, Weimin
    ICNC 2008: FOURTH INTERNATIONAL CONFERENCE ON NATURAL COMPUTATION, VOL 7, PROCEEDINGS, 2008, : 23 - +
  • [45] The construction of multilayer stock network model
    Chen, Wei
    Qu, Shuai
    Jiang, Manrui
    Jiang, Cheng
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2021, 565
  • [46] Comparative Analysis of the BRIC Countries Stock Markets Using Network Approach
    Vizgunov, Arsenii
    Glotov, Andrey
    Pardalos, Panos M.
    MODELS, ALGORITHMS, AND TECHNOLOGIES FOR NETWORK ANALYSIS, 2013, 59 : 191 - 201
  • [47] CLASSIFICATION OF COMPANIES INTO STOCK EXCHANGE QUOTATION MARKETS USING NETWORK METRICS
    Siudak, Dariusz
    ARGUMENTA OECONOMICA, 2020, 45 (02): : 275 - 292
  • [48] The impact of pandemic on dynamic volatility spillover network of international stock markets
    Tingting Lan
    Liuguo Shao
    Hua Zhang
    Caijun Yuan
    Empirical Economics, 2023, 65 : 2115 - 2144
  • [49] State and Network Structures of Stock Markets Around the Global Financial Crisis
    Lee, Jae Woo
    Nobi, Ashadun
    COMPUTATIONAL ECONOMICS, 2018, 51 (02) : 195 - 210
  • [50] A global network topology of stock markets: Transmitters and receivers of spillover effects
    Shahzad, Syed Jawad Hussain
    Hernandez, Jose Areola
    Rehman, Mobeen Ur
    Al-Yahyaee, Khamis Hamed
    Zakaria, Muhammad
    PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2018, 492 : 2136 - 2153
12345