Stochastic dynamical model for stock-stock correlations.

By Wen-Jong Ma, Chin-Kun Hu, R. E. Amritkar. 2004

54 citations recorded by the source corpus.

Subfields: Computer Networks and Communications, Economics and Econometrics, Statistical and Nonlinear Physics

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computer Networks and Communications

1. Yuntao Yao
2. Philip S. Yu
3. B. Fang
4. Xi Zhang
5. Ludmila I. Kuncheva

In Economics and Econometrics

1. Philip S. Yu
2. Senzhang Wang

In Statistical and Nonlinear Physics

1. Philip S. Yu
2. Senzhang Wang

Citations in the corpus

• Improving stock market prediction via heterogeneous information fusion (2017, background): “A model of coupled random walks is proposed in [39] to model the stock correlations, and the walks are coupled via the mechanism that the price change of each stock is activated by the price gradients over some underlying network.”