Building a dynamic correlation network for fat-tailed financial asset returns.
Takashi IsogaiPublished in: Appl. Netw. Sci. (2016)
Keyphrases
- dynamic networks
- sharpe ratio
- network structure
- network traffic
- network model
- dynamic environments
- peer to peer
- wireless sensor networks
- data sets
- network design
- power law
- network size
- decision making
- anomaly detection
- complex networks
- gaussian distribution
- artificial neural networks
- network architecture
- financial markets
- financial data
- neural network