physicists from the University of Tokyo (Kiyono et al.) have observed some surprising behavior preceding market crashes. During the year before black Monday, the team found that the probability of large price fluctuations increased unexpectedly (“non-Gaussian” behavior), as if approaching a critica...
来自 phys.sinica.edu.tw 喜欢 0 阅读量: 113 作者:K Vuttivorakulchai,P Kanthang,A Saiz 摘要: We introduce a probability density derived from nonextensive Tsallis statistical mechanics that can be applied in the interpretation of percent price index change for important indices such as NYSE ...
2001b. Collective behavior of stock price movements a random matrix approach. Phys. A 299, 175{180.V. Plerou, P. Gopikrishnan, B. Rosenow, L.A.N. Amaral and H.E. Stanley, Collective behavior of stock price movements-a random matrix theory approach, Physica A 299 (2001), 175-180....
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Phys Eng Sci 454:903–995 MATH Google Scholar Awajan AM, Ismail MT, al Wadi S (2018) Improving forecasting accuracy for stock market data using EMD-HW bagging. PLoS One 13:e0199582 Google Scholar Li H (2017) Price forecasting of stock index futures based on a new hybrid EMD-RBF ...
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Phys. Procedia 3, 1699–1706 (2010). Article ADS Google Scholar Sun, X.-Q., Cheng, X.-Q., Shen, H.-W. & Wang, Z.-Y. Distinguishing manipulated stocks via trading network analysis. Physica A 390, 3427–3434 (2011). Article ADS Google Scholar Sun, X.-Q., Cheng, X.-Q., ...
P. Efficient Monte Carlo and greedy heuristic for the inference of stochastic block models. Phys. Rev. E 89, 012804. https://doi.org/10.1103/PhysRevE.89.012804 (2014). Article ADS CAS Google Scholar Peixoto, T. P. The graph-tool Python library. figshare. https://doi.org/10.6084/m9....
The main stage consists of the core classification model that makes its prediction of the price change range based on the input feature space prepared at the preliminary stage. Figure 1 High-level pipeline for the prediction of stock price change induced by the clinical trial results. The ...
DOI: 10.1103/PhysRev.130.2105 年份: 1977 收藏 引用 批量引用 报错 分享 全部来源 求助全文 Semantic Scholar ResearchGate osti.gov 相似文献Bad news does not always travel fast: evidence from Chapter 11 bankruptcy filings This paper examines the stock price performances of 275 non-financial, non-...