Comparative analysis of the cryptocurrency and the stock markets using the Random Matrix Theory.
Vladimir N. SolovievSymon P. YevtushenkoViktor V. BatareyevPublished in: CS&SE@SW (2019)
Keyphrases
- comparative analysis
- stock market
- random matrix theory
- correlation matrix
- short term
- stock price
- stock exchange
- financial time series
- monetary policy
- trading rules
- financial markets
- stock data
- financial news
- covariance matrix
- stock returns
- financial data
- semi quantitative
- long term
- stock trading
- portfolio optimization
- stock market data
- data mining
- chinese stock market
- singular value decomposition
- news articles