Name
Abstract | ||
|---|---|---|
•Propose a robust new manifold learning method applicable to financial markets.•Provide early warning signals of impending market crises.•Analyze the robustness of financial markets for crisis prognostics. |
Year | DOI | Venue |
|---|---|---|
2017 | 10.1016/j.ejor.2016.08.058 | European Journal of Operational Research |
Keywords | Field | DocType |
Data mining,Manifold learning,Financial markets,Early warning,Dynamic system | Attractor,Warning system,Time series,Mathematical optimization,Economics,Phase space,Nonlinear dimensionality reduction,Financial market,Manifold,Restructuring | Journal |
Volume | Issue | ISSN |
258 | 2 | 0377-2217 |
Citations | PageRank | References |
13 | 0.72 | 17 |
Authors | ||
3 | ||