Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 index (Q2163662)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 index |
scientific article |
Statements
Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 index (English)
0 references
10 August 2022
0 references
singular value decomposition
0 references
stock market
0 references
DJGT index
0 references
entropy
0 references
correlation matrix
0 references
Granger causality
0 references
