https://www.selleckchem.com/pr....oducts/7-12-dimethyl
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 so, we analyze the time series of financial indices of SP 500 around some financial crises from 1998 to 2012 by using feature ranking approach where we use the returns of stocks in a certain day to predict the feature r
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