The Power Law Characteristics of Stock Price Jump Intervals: An Empirical and Computational Experimental Study.
Hongduo CaoHui OuyangYing LiXiaobin LiYe ChenPublished in: Entropy (2018)
Keyphrases
- experimental study
- power law
- stock price
- stock market
- small world
- non stationary
- stock exchange
- stock price prediction
- scale free
- financial data
- historical data
- stock returns
- option pricing
- experimental evaluation
- financial markets
- technical indicators
- power law distribution
- long range correlations
- machine learning
- databases
- clustering coefficient
- real world
- trading systems
- natural language
- exchange rate
- synthetic datasets
- structural properties