Analyzing the co-movement and its spatial–temporal patterns in Chinese stock market
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DOI: 10.1016/j.physa.2020.124655
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Cited by:
- Xiaodong Zhang & Suhui Liu & Xin Zheng, 2021. "Stock Price Movement Prediction Based on a Deep Factorization Machine and the Attention Mechanism," Mathematics, MDPI, vol. 9(8), pages 1-21, April.
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Keywords
Stock co-movement; Spatial–temporal patterns; Triangulated Maximally; Filtered Graph; Exponential weighted Pearson correlation;All these keywords.
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