Zobrazeno 1 - 5
of 5
pro vyhledávání: '"Tobias Wand"'
Publikováno v:
Entropy, Vol 26, Iss 10, p 858 (2024)
Granger causality can uncover the cause-and-effect relationships in financial networks. However, such networks can be convoluted and difficult to interpret, but the Helmholtz–Hodge–Kodaira decomposition can split them into rotational and gradient
Externí odkaz:
https://doaj.org/article/67f9dc5b14594fc3abb30ac744b07441
Publikováno v:
Entropy, Vol 25, Iss 9, p 1257 (2023)
The analysis of market correlations is crucial for optimal portfolio selection of correlated assets, but their memory effects have often been neglected. In this work, we analyse the mean market correlation of the S&P500, which corresponds to the main
Externí odkaz:
https://doaj.org/article/3ec3ddc88f8740e9bf6ff2c8dd3f727e
Publikováno v:
Entropy, Vol 25, Iss 9, p 1265 (2023)
Identifying macroeconomic events that are responsible for dramatic changes of economy is of particular relevance to understanding the overall economic dynamics. We introduce an open-source available efficient Python implementation of a Bayesian multi
Externí odkaz:
https://doaj.org/article/7afc3ca881ba408fb47695b0b31c381f
Autor:
Tobias Wand
Publikováno v:
Journal of the Royal Statistical Society Series A: Statistics in Society.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::754baeeb2c402511bb2a952e481c2032
https://doi.org/10.1093/jrsssa/qnad039
https://doi.org/10.1093/jrsssa/qnad039
Understanding and forecasting changing market conditions in complex economic systems like the financial market is of great importance to various stakeholders such as financial institutions and regulatory agencies. Based on the finding that the dynami
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a3d7d6ed1a5e34838ea2e039728a50be
http://arxiv.org/abs/2208.14106
http://arxiv.org/abs/2208.14106
