Forecasting Financial Market Structure from Network Features using Machine Learning

no code implementations • 22 Oct 2021 • Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang, João Gama, André C. P. L. F. de Carvalho

For such, market structure is modeled as a dynamic asset network by quantifying time-dependent co-movement of asset price returns across company constituents of major global market indices.

BIG-bench Machine Learning Management