Forecasting market states (Q5234372)

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scientific article; zbMATH DE number 7110492
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English
Forecasting market states
scientific article; zbMATH DE number 7110492

    Statements

    title
    Forecasting market states (English)
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    author
    P. Procacci
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    Tomaso Aste
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    publication date
    26 September 2019
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    zbMATH Keywords
    financial market states
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    temporal clustering
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    information filtering networks
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    sparse inverse covariance
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    correlation structure
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    describes a project that uses
    PRMLT
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    FinTS
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    glasso
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    Identifiers

    zbMATH DE Number
    7110492
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    OpenAlex ID
    W3103407825
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    arXiv ID
    1807.05836
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