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Fractional Interaction of Financial Agents in a Stock Market Network
(Walter de Gruyter GmbH, 2020)
In this study, we present a model which represents the interaction of financial companies in their network. Since the long time series have a global memory effect, we present our model in the terms of fractional ...
Path-Based Visibility Graph Kernel and Application for the Borsa Istanbul Stock Network
(MDPI, 2023)
Using networks to analyze time series has become increasingly popular in recent years. Univariate and multivariate time series can be mapped to networks in order to examine both local and global behaviors. Visibility ...