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.
no code implementations • NeurIPS 2017 • Nicolò Colombo, Ricardo Silva, Soong Moon Kang
The paper addresses the classical network tomography problem of inferring local traffic given origin-destination observations.