Use of sparse correlations for assessing financial markets.

Xin Li Guyu Hu Yuhuan Zhou Zhisong Pan

Published in: Frontiers Comput. Sci. (2020)

Keyphrases

financial markets
portfolio selection
stock market
market data
stock price
risk management
technical indicators
databases
trading rules
trading systems
knowledge base
exchange rate
case study
knowledge discovery
natural language processing
agent based modeling