Forecasting market states
Quantitative Finance(2019)
摘要
We propose a novel methodology to define, analyze and forecast market states. In our approach, market states are identified by a reference sparse precision matrix and a vector of expectation values...
更多查看译文
关键词
forecasting market states
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要