This paper contributes to model the industry interconnecting structure in a network context. General predictive model … interdependency networks. Empirical results show a denser network with heterogeneous central industries in tail cases. Network … out-of-sample forecast of portfolio returns and network centrality-based trading strategies seem to outperform market …

In recent years, support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for …