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Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs

Xu, Xiaojie - In: Empirical economics : a journal of the Institute for … 52 (2017) 2, pp. 731-758

Persistent link: https://www.econbiz.de/10011675971

Measuring the information contect of limit order books

Chen, Shi - In: Econometric measures of financial risk in high dimensions, (pp. 1-36). 2017

Persistent link: https://www.econbiz.de/10011913344

Graph embedded dynamic mode decomposition for stock price prediction

Yip, Andy; Ng, William; Siu, Ka-Wai; Cheung, Albert C.; … - In: Algorithmic finance 10 (2023) 1/2, pp. 39-51

Persistent link: https://www.econbiz.de/10014474570

An inventory model under price and stock dependent demand for controllable deterioration rate with shortages and preservation technology investment

Mishra, Umakanta; Cárdenas-Barrón, Leopoldo Eduardo; … - 2017

Persistent link: https://www.econbiz.de/10011711734

Shareholding networks and centrality : an application to the Italian financial market

D'Errico, M.; Grassi, R.; Stefani, S.; Torriero, Anna - In: Networks, topology and dynamics : theory and …, (pp. 215-228). 2009

Persistent link: https://www.econbiz.de/10003774333

Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs

Song, Dong-Ming - 2011

We investigate the daily correlation present among market indices of stock exchanges located all over the world in the time period Jan 1996 - Jul 2009. We discover that the correlation among market indices presents both a fast and a slow dynamics. The slow dynamics reflects the development and...

Persistent link: https://www.econbiz.de/10013121902

Correlation structure and evolution of world stock markets : evidence from Pearson and partial correlation-based networks

Wang, Gang-Jin; Chi, Xie; Stanley, H. Eugene - In: Computational economics 51 (2018) 3, pp. 607-635

Persistent link: https://www.econbiz.de/10011963715

ChatGPT Informed Graph Neural Network for Stock Movement Prediction

Chen, Zihan; Zheng, Lei (Nico); Lu, Cheng; Yuan, Jialu; … - 2023

ChatGPT has demonstrated remarkable capabilities across various natural language processing (NLP) tasks. However, its potential for inferring dynamic network structures from temporal textual data, specifically financial news, remains an unexplored frontier. In this research, we introduce a novel...

Persistent link: https://www.econbiz.de/10014362173

Predicting stock price crash risk in China : a modified graph WaveNet model

Jing, Zhongbo; Li, Qin; Zhao, Hongyi; Zhao, Yang - In: Finance research letters 64 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014531799

Core patent forecasting based on graph neural networks with an application in stock markets

Han, Songqiao; Huang, Hailiang; Huang, Xiaohong; Li, Yanhong - In: Technology analysis & strategic management 36 (2024) 8, pp. 1680-1694

Persistent link: https://www.econbiz.de/10014574204

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