Enhancing Exchange-Traded Fund Price Predictions: Insights from Information-Theoretic Networks and Node Embeddings.
Insu ChoiWoo Chang KimPublished in: Entropy (2024)
Keyphrases
- information theoretic
- information theory
- mutual information
- theoretic framework
- jensen shannon divergence
- information bottleneck
- kullback leibler divergence
- social networks
- log likelihood
- network nodes
- entropy measure
- multi modality
- minimum description length
- vector space
- kl divergence
- information theoretic measures
- distributional clustering
- network structure
- undirected graph
- density estimation
- complex networks
- nearest neighbor
- bayesian networks
- similarity measure