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RSS FeedsEntropy, Vol. 24, Pages 1726: Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage (Entropy)

 
 

25 november 2022 14:04:59

 
Entropy, Vol. 24, Pages 1726: Explanatory Change Detection in Financial Markets by Graph-Based Entropy and Inter-Domain Linkage (Entropy)
 


In this study, we analyzed structural changes in financial markets under COVID-19 to support investors’ investment decisions. Because an explanation of these changes is necessary to respond appropriately to said changes and prepare for similar major changes in the future, we visualized the financial market as a graph. The hypothesis was based on expertise in the financial market, and the graph was analyzed from a detailed perspective by dividing the graph into domains. We also designed an original change-detection indicator based on the structure of the graph. The results showed that the original indicator was more effective than the comparison method in terms of both the speed of response and accuracy. Explanatory change detection of this method using graphs and domains allowed investors to consider specific strategies.


 
52 viewsCategory: Informatics, Physics
 
Entropy, Vol. 24, Pages 1727: Optimal Security Protection Strategy Selection Model Based on Q-Learning Particle Swarm Optimization (Entropy)
Entropy, Vol. 24, Pages 1724: On the Complete Description of Entangled Systems Part II: The (Meta)Physical Status and Semantic Aspects (Entropy)
 
 
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