Connectedness of International Stock Market at Major Public Events: Empirical Study via Dynamic Time Warping-Based Network.
Kelong LiChi XieYingbo OuyangTingcheng MoZhijian ZengPublished in: Complex. (2023)
Keyphrases
- information and communication technologies
- empirical studies
- stock market
- dynamic time warping
- distance measure
- empirical analysis
- stock price
- euclidean distance
- short term
- financial time series
- financial data
- similarity search
- stock index futures
- similarity measure
- stock returns
- financial markets
- stock trading
- stock exchange
- stock data
- edit distance
- financial news
- trading rules
- stock market data
- temporal information
- knn