Structure and dynamics of financial networks by feature ranking method
Abstract Much research has been done on time series of financial market in last two decades using linear and non-linear correlation of the returns of stocks. In this paper, we design a method of network reconstruction for the financial market by using the insights from machine learning tool. To do s...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Nature Portfolio
2021-09-01
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| Series: | Scientific Reports |
| Online Access: | https://doi.org/10.1038/s41598-021-97100-1 |