Graph embedded dynamic mode decomposition for stock price prediction

DOI10.3233/af-220432zbMath1544.91308MaRDI QIDQ6597648

Michael Kwok-Po Ng, Albert C. Cheung, Andy M. Yip, William Ng, Ka-Wai Siu

Publication date: 3 September 2024

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

zbMATH Keywords

dynamical systemstrading strategygraph theorymodeling asset price dynamics

Mathematics Subject Classification ID

Applications of graph theory (05C90) Financial markets (91G15)

Cites Work

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• Dynamic mode decomposition for financial trading strategies
• Dynamic Mode Decomposition and Its Variants
• Time Series Source Separation Using Dynamic Mode Decomposition
• Koopman operator and its approximations for systems with symmetries

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