Use of sparse correlations for assessing financial markets

Xin Li, Guyu Hu, Yuhuan Zhou, Zhisong Pan. Use of sparse correlations for assessing financial markets. Frontiers of Computer Science in China, 14(6):146319, 2020. [doi]

Authors

Xin Li

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Guyu Hu

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Yuhuan Zhou

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Zhisong Pan

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