Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage

Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage

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...

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Bibliographic Details
Main Authors: Yosuke Nishikawa, Takaaki Yoshino, Toshiaki Sugie, Yoshiyuki Nakata, Kakeru Itou, Yukio Ohsawa
Format: Article
Language:English
Published: MDPI AG 2022-11-01
Series:Entropy
Subjects:
change detection
graph entropy
financial market
Online Access:https://www.mdpi.com/1099-4300/24/12/1726

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