The topology of macro financial flows: An application of stochastic flow diagrams.

Neil J. Calkin Marcos López de Prado

Published in: Algorithmic Finance (2014)

Keyphrases

flow patterns
decision making
flow network
origin destination
stock market
flow field
hidden markov models
monte carlo
risk management
fraud detection
stochastic model
information systems
artificial neural networks
topology preserving
learning automata
topology preservation