A Convex Collaborative Filtering Framework for Global Market Return Prediction
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Access"
DOI: 10.1109/access.2021.3058646
Abstract: A new convex collaborative filtering framework for global market return prediction is presented. The prediction problem is first phrased as a matrix completion problem assuming that the matrix of market returns is low rank. Using… read more here.
Keywords: global market; market return; return prediction; collaborative filtering ... See more keywords
Effect of Ap-Index of Geomagnetic Activity on S&P 500 Stock Market Return
Sign Up to like & getrecommendations! Published in 2019 at "Advances in Astronomy"
DOI: 10.1155/2019/2748062
Abstract: Geomagnetic activity with global influence is an essential object of space weather research and is a significant link in the section of the solar wind-magnetospheric coupling process. Research so far provides strong evidence that geomagnetic… read more here.
Keywords: market return; stock market; geomagnetic activity; activity ... See more keywords