Stochastic flow diagrams

DOI10.3233/AF-140032MaRDI QIDQ5168377zbMATH OpenFDO

Authors Neil J. Calkin, Marcos López de Prado

Publication date 4 July 2014

Published in Algorithmic Finance (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3233/AF-140032

zbMATH Keywords

financial flowsgraph theorymacro tradingtime seriestopology

Mathematics Subject Classification ID

Flows in graphs (05C21) Time series analysis of dynamical systems (37M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic network models in operations research (90B15) Programming involving graphs or networks (90C35) Financial applications of other theories (91G80)

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Cited in

(3)

• Data Analytics on Graphs Part III: Machine Learning on Graphs, from Graph Topology to Applications
• The topology of macro financial flows: an application of stochastic flow diagrams
• scientific article; zbMATH DE number 4189706 (Why is no real title available?)

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