Stability of China's Stock Market: Measure and Forecast by Ricci Curvature on Network

no code implementations • 14 Apr 2022 • Xinyu Wang, Liang Zhao, Ning Zhang, Liu Feng, Haibo Lin

As far as we know, this is the first paper to apply Ricci curvature to forecast the systemic stability of domestic stock market, and our results show that Ricci curvature has good explanatory power for the market stability and can be a good indicator to judge the future risk and volatility of the domestic market.

Time Series Time Series Analysis