Use of sparse correlations for assessing financial markets
Crossref DOI link: https://doi.org/10.1007/s11704-019-9060-x
Published Online: 2020-04-19
Published Print: 2020-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Li, Xin
Hu, Guyu
Zhou, Yuhuan
Pan, Zhisong
Text and Data Mining valid from 2020-04-19
Version of Record valid from 2020-04-19
Article History
Received: 18 February 2019
Accepted: 29 November 2019
First Online: 19 April 2020