Explanatory change detection in financial markets by graph-based entropy and inter-domain linkage

HIGHLIGHTS

  • who: Yosuke Nishikawa et al. from the Department of Systems Innovation, School of Engineering, The University of Tokyo, Hongo, Bunkyo-ku, Tokyo, Japan have published the article: Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage, in the Journal: Entropy 2022, 1726 of 20/Nov/2020
  • what: To detect changes, the authors focused on the impact of the most recent significant event, COVID-19. Byand examining the the inter-domain connectivity, it is possible to consider background events that would be difficult to by linkage, the authors aimed to provide . . .

     

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