Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage.
Entropy (Basel)
; 24(12)2022 Nov 25.
Article
em En
| MEDLINE
| ID: mdl-36554130
ABSTRACT
In this study, we analyzed structural changes in financial markets under COVID-19 to support investors' investment decisions. Because an explanation of these changes is necessary to respond appropriately to said changes and prepare for similar major changes in the future, we visualized the financial market as a graph. The hypothesis was based on expertise in the financial market, and the graph was analyzed from a detailed perspective by dividing the graph into domains. We also designed an original change-detection indicator based on the structure of the graph. The results showed that the original indicator was more effective than the comparison method in terms of both the speed of response and accuracy. Explanatory change detection of this method using graphs and domains allowed investors to consider specific strategies.
Texto completo:
1
Coleções:
01-internacional
Contexto em Saúde:
1_ASSA2030
Base de dados:
MEDLINE
Tipo de estudo:
Diagnostic_studies
/
Health_economic_evaluation
Idioma:
En
Revista:
Entropy (Basel)
Ano de publicação:
2022
Tipo de documento:
Article