Predicting stock market movements using network science: an information theoretic approach

Abstract A stock market is considered as one of the highly complex systems, which consists of many components whose prices move up and down without having a clear pattern. The complex nature of a stock market challenges us on making a reliable prediction of its future movements. In this paper, we ai...

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Bibliographic Details
Main Authors: Minjun Kim, Hiroki Sayama
Format: Article
Language:English
Published: SpringerOpen 2017-10-01
Series:Applied Network Science
Subjects:
Online Access:http://link.springer.com/article/10.1007/s41109-017-0055-y