Modelling the Stochastic Correlation

By Peng-Weng Chen. 2016

3 citations recorded by the source corpus.

How researchers see this paper

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

1. Xi Zhang
2. Yunjia Zhang
3. Senzhang Wang
4. Philip S. Yu
5. Yuntao Yao
6. B. Fang
7. Charu C. Aggarwal
8. Benjamin C. M. Fung

Citations in the corpus

• Improving stock market prediction via heterogeneous information fusion (2017, methodology): “ctivated by the price gradients over some underlying network. The correlations between stocks are re ected by the correlations between Wiener process and a stochastic correlation model is proposed in [40]. Stock correlations as a time series are modeled as a mean reverting process, together with a t”