Graph embedded dynamic mode decomposition for stock price prediction

DOI10.3233/AF-220432MaRDI QIDQ6597648zbMATH OpenFDO

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

• scientific article; zbMATH DE number 3551792 (Why is no real title available?)
• A multivariate Markov chain model for categorical data sequences and its applications in demand predictions
• Analysis of financial time series
• Dynamic mode decomposition and its variants
• Dynamic mode decomposition for financial trading strategies
• Dynamic mode decomposition of numerical and experimental data
• Koopman operator and its approximations for systems with symmetries
• Signal decomposition and analysis via extraction of frequencies
• Spectral analysis of nonlinear flows
• The empirical mode decomposition and the Hilbert spectrum for nonlinear and non-stationary time series analysis
• Time Series Source Separation Using Dynamic Mode Decomposition

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