MoneyScience News |
- Blog Post: TheAlephBlog: A Few Investment Notes
- Blog Post: TheFinancialServicesClub: Technology: taming the risk beast
- Published / Preprint: Dynamics in two networks based on stocks of the US stock market. (arXiv:1408.1728v1 [q-fin.ST])
Blog Post: TheAlephBlog: A Few Investment Notes Posted: 11 Aug 2014 01:52 AM PDT |
Blog Post: TheFinancialServicesClub: Technology: taming the risk beast Posted: 11 Aug 2014 01:50 AM PDT |
Posted: 10 Aug 2014 05:38 PM PDT We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks built on two measures expressing relations between those stocks: correlation, which is symmetric and measures how similar two stocks behave, and Transfer Entropy, which is non-symmetric and measures the influence of the... Visit MoneyScience for the Complete Article. |
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