Unveil stock correlation via a new tensor-based decomposition method
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- Giuseppe Brandi & T. Di Matteo, 2020. "A new multilayer network construction via Tensor learning," Papers 2004.05367, arXiv.org.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2019-11-25 (Econometrics)
- NEP-FMK-2019-11-25 (Financial Markets)
- NEP-RMG-2019-11-25 (Risk Management)
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