Global Collective Dynamics of Financial Market Efficiency Using Attention Entropy with Hierarchical Clustering

The efficient market hypothesis (EMH) assumes that all available information in an efficient financial market is ideally fully reflected in the price of an asset. However, whether the reality that asset prices are not informational efficient is an opportunity for profit or a systemic risk of the fin...

書誌詳細
出版年:	Fractal and Fractional
主要な著者:	Poongjin Cho, Kyungwon Kim
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2022-10-01
主題:	attention entropy international financial markets market efficiency adaptive market hypothesis clustering in machine learning collective dynamics
オンライン･アクセス:	https://www.mdpi.com/2504-3110/6/10/562

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