The Linear Relationship Model with LASSO for Studying Stock Networks
The correlation-based network is a powerful tool to reveal the influential mechanisms and relations in stock markets. However, current methods for developing network models are dominantly based on the pairwise relationship of positive correlations. This work proposes a new approach for developing st...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-06-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/6/808 |