The Linear Relationship Model with LASSO for Studying Stock Networks.

Chen, Muzi; Tian, Hongjiong; Wu, Boyao; Tian, Tianhai

Chen, Muzi; Tian, Hongjiong; Wu, Boyao; Tian, Tianhai.

Afiliação

Chen M; School of Management Science and Engineering, Central University of Finance and Economics, Beijing 102206, China.
Tian H; Department of Mathematics, Shanghai Normal University, Shanghai 200234, China.
Wu B; School of Banking and Finance, University of International Business and Economics, Beijing 100029, China.
Tian T; School of Mathematics, Monash University, Clayton, VIC 3800, Australia.

Entropy (Basel) ; 24(6)2022 Jun 09.

Article em En | MEDLINE | ID: mdl-35741529

Palavras-chave

LASSO; linear relationship model; negative correlation; stock relationship network

Texto completo

Imprimir

XML

PubMed Links

Buscar no Google

Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Idioma: En Revista: Entropy (Basel) Ano de publicação: 2022 Tipo de documento: Article País de afiliação: China

Texto completo

Imprimir

XML

PubMed Links

Buscar no Google