The Volatility Forecasting Power of Financial Network Analysis.
Nicolás S. MagnerJaime F. LavinMauricio A. ValleNicolás HardyPublished 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