Centrality measures on segmented entropy networks to identify influencers and influencees for financial market scenario
Author:
Publisher
Springer Science and Business Media LLC
Link
https://link.springer.com/content/pdf/10.1007/s41060-024-00608-8.pdf
Reference53 articles.
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5. Pharasi, H.K., Sharma, K., Chatterjee, R., Chakraborti, A., Leyvraz, F., Seligman, T.H.: Identifying long-term precursors of financial market crashes using correlation patterns. New J. Phys. 20(10), 103041 (2018). https://doi.org/10.1088/1367-2630/aae7e0
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