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Stock market liquidity can affect bank diversification due to several reasons. Both theoretical (Haubrich and King, 1990; Jacklin, 1987) and empirical studies (Lin, 2020) emphasise how liquid stock markets are able to attract investors by offering higher long-term returns, which can result in a...
Stock markets are dynamic systems that exhibit complex intra-share and inter-share temporal dependencies. Spatial-temporal graph neural networks (ST-GNN) are emerging DNN architectures that have yielded high performance for flow prediction in dynamic sys
原文档可以看这里:Stock Market Analysis + Prediction using LSTM | Kaggle In this notebook, we will discover and explore data from the stock market, particularly some technology stocks (Apple, Amazon, Google, and Microsoft). We will learn how to use yfinance to get stock information, and visual...
Graph-based approaches are revolutionizing the analysis of different real-life systems, and the stock market is no exception. Individual stocks and stock market indices are connected, and interesting patterns appear when the stock market is considered as a graph. Researchers are analyzing the stock ...
No statistical and economic rationale to explain seasonal returns, Citi finds While some well-known seasonality patterns exist within the equity market, Citi has revealed that there may not always be a clear reason to back these trends.
pythoncryptotradingstock-marketstocksstock-chart UpdatedOct 7, 2024 Python icechao/KlineChart Star401 Code Issues Pull requests 体积小,接入简单,API全面的K线,An Easy-to-Use and Perfect K-Line Library ,CandleStick,Kchart,CandleLine,Kline(虚拟币,股票,基金,外汇),指标线(MACD,WR,KDJ,RSI,EMA),Chart...
From these time series, we estimate the log-returns R(t) (“Methods” section for details) of each market index where t stands for the closing date. Figure 1A illustrates the time evolution of R(t) for the S&P 500 index (an influential indicator of the USA equity market), while Fig....