Artificial intelligence applied to stock market trading: a review

FGDC Ferreira, AH Gandomi, RTN Cardoso - IEEE Access, 2021 - ieeexplore.ieee.org
The application of Artificial Intelligence (AI) to financial investment is a research area that
has attracted extensive research attention since the 1990s, when there was an accelerated …

A survey of the application of graph-based approaches in stock market analysis and prediction

S Saha, J Gao, R Gerlach - International Journal of Data Science and …, 2022 - Springer
Graph-based approaches are revolutionizing the analysis of different real-life systems, and
the stock market is no exception. Individual stocks and stock market indices are connected …

[HTML][HTML] Quantum computing with neutral atoms

L Henriet, L Beguin, A Signoles, T Lahaye… - Quantum, 2020 - quantum-journal.org
The manipulation of neutral atoms by light is at the heart of countless scientific discoveries in
the field of quantum physics in the last three decades. The level of control that has been …

Combinatorial optimization with physics-inspired graph neural networks

MJA Schuetz, JK Brubaker… - Nature Machine …, 2022 - nature.com
Combinatorial optimization problems are pervasive across science and industry. Modern
deep learning tools are poised to solve these problems at unprecedented scales, but a …

Interconnected multilayer networks: Quantifying connectedness among global stock and foreign exchange markets

GJ Wang, L Wan, Y Feng, C **e, GS Uddin… - International Review of …, 2023 - Elsevier
This paper proposes a novel interconnected multilayer network framework based on
variance decomposition and block aggregation technique, which can be further served as a …

A shrinkage approach to large-scale covariance matrix estimation and implications for functional genomics

J Schäfer, K Strimmer - Statistical applications in genetics and …, 2005 - degruyter.com
Inferring large-scale covariance matrices from sparse genomic data is an ubiquitous
problem in bioinformatics. Clearly, the widely used standard covariance and correlation …

Extreme risk spillover network: application to financial institutions

GJ Wang, C **e, K He, HE Stanley - Quantitative Finance, 2017 - Taylor & Francis
Using the CAViaR tool to estimate the value-at-risk (VaR) and the Granger causality risk test
to quantify extreme risk spillovers, we propose an extreme risk spillover network for …

Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks

GJ Wang, C **e, HE Stanley - Computational Economics, 2018 - Springer
We construct a Pearson correlation-based network and a partial correlation-based network,
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …

Sparse graphs using exchangeable random measures

F Caron, EB Fox - Journal of the Royal Statistical Society Series …, 2017 - academic.oup.com
Statistical network modelling has focused on representing the graph as a discrete structure,
namely the adjacency matrix. When assuming exchangeability of this array—which can aid …

A network analysis of the Chinese stock market

WQ Huang, XT Zhuang, S Yao - Physica A: Statistical Mechanics and its …, 2009 - Elsevier
In many practical important cases, a massive dataset can be represented as a very large
network with certain attributes associated with its vertices and edges. Stock markets …