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Verification of Lead-Lag Effect in Financial Markets by the Adaptive Elastic Net Regression.

Yusuke UchiyamaTakanori KadoyaKei Nakagawa
Published in: IIAI-AAI (2019)
Keyphrases
  • financial markets
  • elastic net
  • stock market
  • topology preserving
  • stock price
  • regression model
  • multiple kernel learning
  • image segmentation
  • long term
  • short term
  • risk management