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Correlation Analysis of Chinese and American Stock Markets Based on Vine-Copula Model.

Zhiyuan RenRuinan TuHuiying Yang
Published in: ICITEE (2019)
Keyphrases
  • stock market
  • probabilistic model
  • correlation analysis
  • data mining
  • long term
  • missing data
  • regression analysis
  • financial time series
  • feature selection
  • similarity measure
  • training set
  • short term
  • foreign exchange