Use of sparse correlations for assessing financial markets

Xin LI, Guyu HU, Yuhuan ZHOU, Zhisong PAN

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PDF(282 KB)
Front. Comput. Sci. ›› 2020, Vol. 14 ›› Issue (6) : 146319. DOI: 10.1007/s11704-019-9060-x
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Use of sparse correlations for assessing financial markets

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Xin LI, Guyu HU, Yuhuan ZHOU, Zhisong PAN. Use of sparse correlations for assessing financial markets. Front. Comput. Sci., 2020, 14(6): 146319 https://doi.org/10.1007/s11704-019-9060-x

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