The topology of macro financial flows: An application of stochastic flow diagrams

DOI10.3233/AF-140033zbMath1297.90166MaRDI QIDQ5168378

Marcos López de Prado, Neil J. Calkin

Publication date: 4 July 2014

Published in: Algorithmic Finance (Search for Journal in Brave)

zbMATH Keywords

time seriesgraph theorytopologyfinancial flowsmacro trading

Mathematics Subject Classification ID

Programming involving graphs or networks (90C35) Applications of statistics to actuarial sciences and financial mathematics (62P05) Stochastic network models in operations research (90B15) Financial applications of other theories (91G80) Time series analysis of dynamical systems (37M10) Flows in graphs (05C21)

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