Graph embedded dynamic mode decomposition for stock price prediction

DOI10.3233/AF-220432zbMATH Open1544.91308MaRDI QIDQ6597648FDOQ6597648

Authors: Andy M. Yip, William Ng, Ka-Wai Siu, Albert C. Cheung, Michael Ng 

Publication date: 3 September 2024

Published in: Algorithmic Finance (Search for Journal in Brave)

zbMATH Keywords

dynamical systemsgraph theorytrading strategymodeling asset price dynamics

Mathematics Subject Classification ID

Applications of graph theory (05C90) Financial markets (91G15)

Cites Work

• Title not available (Why is that?)
• A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
• Dynamic mode decomposition of numerical and experimental data
• Spectral analysis of nonlinear flows
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Signal decomposition and analysis via extraction of frequencies
• Dynamic Mode Decomposition and Its Variants
• Analysis of financial time series
• Dynamic mode decomposition for financial trading strategies
• Koopman operator and its approximations for systems with symmetries
• Time Series Source Separation Using Dynamic Mode Decomposition

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