Identifying Business Sectors from Stock Price Fluctuations
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Cited by:
- Tiziana Di Matteo & Tomaso Aste, 2002. "How Does The Eurodollar Interest Rate Behave?," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 5(01), pages 107-122.
- Ormerod, Paul & Mounfield, Craig, 2002. "The convergence of European business cycles 1978–2000," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 307(3), pages 494-504.
- Ivailo I. Dimov & Petter N. Kolm & Lee Maclin & Dan Y. C. Shiber, 2012. "Hidden noise structure and random matrix models of stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 12(4), pages 567-572, November.
- Rian Dolphin & Barry Smyth & Ruihai Dong, 2022. "Stock Embeddings: Learning Distributed Representations for Financial Assets," Papers 2202.08968, arXiv.org.
- Rian Dolphin & Barry Smyth & Ruihai Dong, 2022. "A Multimodal Embedding-Based Approach to Industry Classification in Financial Markets," Papers 2211.06378, arXiv.org.
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