The Volatility Forecasting Power of Financial Network Analysis.

Nicolás S. Magner Jaime F. Lavin Mauricio A. Valle Nicolás Hardy

Published in: Complex. (2020)

Keyphrases

network analysis
stock market
exchange rate
financial time series
stock price
garch model
short term
foreign exchange
social network analysis
financial crisis
stock index futures

financial markets
complex networks
financial data
information networks
stock returns
load forecasting
text mining
forecasting model
link prediction
dynamic networks
network structure

grey model
early warning
graph clustering
long term
community detection
databases
real world networks
graph theory
stock exchange
database

terrorist networks
social networks
artificial intelligence
support vector regression
centrality measures
electricity markets
investment decisions
data mining
turning points
protein protein interactions