Return scaling cross-correlation forecasting by stochastic time strength neural network in financial market dynamics
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DOI: 10.1007/s00500-017-2564-0
Abstract: A return scaling cross-correlation function of exponential parameter is introduced in the present work, and a stochastic time strength neural network model is developed to predict the return scaling cross-correlations between two real stock market… read more here.
Keywords: network; stochastic time; cross correlation; return scaling ... See more keywords