The Multiplex Dependency Structure of Financial Markets.

Nicolò Musmeci Vincenzo Nicosia Tomaso Aste Tiziana di Matteo Vito Latora

Published in: Complex. (2017)

Keyphrases

financial markets
dependency structure
stock market
language model
binary data
stock price
structure learning
semantic roles
risk management
co occurrence
bayesian networks
topic models
data sets
text classification
bag of words
network structure
high dimensional
trading systems