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Modelling and prediction of financial trading networks: an application to the New York mercantile exchange natural gas futures market (Q6642166)

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scientific article; zbMATH DE number 7948058
Language Label Description Also known as
English
Modelling and prediction of financial trading networks: an application to the New York mercantile exchange natural gas futures market
scientific article; zbMATH DE number 7948058

    Statements

    title
    Modelling and prediction of financial trading networks: an application to the New York mercantile exchange natural gas futures market (English)
    0 references
    author
    Brenda Betancourt
    0 references
    Abel Rodriguez
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    Naomi Boyd
    0 references
    publication date
    21 November 2024
    0 references
    zbMATH Keywords
    array-valued time series
    0 references
    financial trading network
    0 references
    hidden Markov model
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    stochastic block model
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    systemic risk
    0 references

    Identifiers

    zbMATH DE Number
    7948058
    0 references
    DOI
    10.1111/RSSC.12387
    0 references
     
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