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Modeling the predictive power of the singular value decomposition-based entropy. Empirical evidence from the Dow Jones Global Titans 50 Index
Busu, Cristian, Busu, MihailJournal:
Physica A: Statistical Mechanics and its Applications
DOI:
10.1016/j.physa.2019.04.055
Date:
May, 2019
File:
PDF, 856 KB
2019