Multiscale Tail Risk Connectedness of Global Stock Markets: A LASSO-Based Network Topology Approach.
Yuting DuXu ZhangZhijing DingXian YangPublished in: Complex. (2022)
Keyphrases
- network topology
- stock market
- multiscale
- ad hoc networks
- network structure
- portfolio optimization
- short term
- financial data
- stock returns
- trading rules
- financial time series
- stock price
- stock data
- edge detection
- risk management
- network topologies
- routing protocol
- investment strategies
- stock exchange
- image segmentation
- financial markets
- protein protein interactions
- wavelet transform
- long term
- image processing
- feature selection
- mobile ad hoc networks
- portfolio management
- digital libraries
- decision making
- garch model
- early warning
- wireless networks
- end to end