Quantifying predictability of sequential recommendation via logical constraints
The sequential recommendation is a compelling technology for predicting users' next
interaction via their historical behaviors. Prior studies have proposed various methods to …
interaction via their historical behaviors. Prior studies have proposed various methods to …
On predictability of time series
The method to estimate the predictability of human mobility was proposed in Song et
al.(2010), which is extensively followed in exploring the predictability of disparate time …
al.(2010), which is extensively followed in exploring the predictability of disparate time …
Network analysis of the Shanghai stock exchange based on partial mutual information
Analyzing social systems, particularly financial markets, using a complex network approach
has become one of the most popular fields within econophysics. A similar trend is currently …
has become one of the most popular fields within econophysics. A similar trend is currently …
Characterizing complexity changes in Chinese stock markets by permutation entropy
Financial time series analyses have played an important role in developing some of the
fundamental economic theories. However, many of the published analyses of financial time …
fundamental economic theories. However, many of the published analyses of financial time …
Upper bound on the predictability of rating prediction in recommender systems
The task of rating prediction has undergone extensive scrutiny, employing diverse modeling
approaches to enhance accuracy. However, it remains uncertain whether a maximum …
approaches to enhance accuracy. However, it remains uncertain whether a maximum …
Nonlinearity in stock networks
Stock networks, constructed from stock price time series, are a well-established tool for the
characterization of complex behavior in stock markets. Following Mantegna's seminal paper …
characterization of complex behavior in stock markets. Following Mantegna's seminal paper …
Complexity changes in the US and China's stock markets: Differences, causes, and wider social implications
How different are the emerging and the well-developed stock markets in terms of efficiency?
To gain insights into this question, we compared an important emerging market, the Chinese …
To gain insights into this question, we compared an important emerging market, the Chinese …
Information-theoretic approach to lead-lag effect on financial markets
P Fiedor - The European Physical Journal B, 2014 - Springer
Recently the interest of researchers has shifted from the analysis of synchronous
relationships of financial instruments to the analysis of more meaningful asynchronous …
relationships of financial instruments to the analysis of more meaningful asynchronous …
The Predictability of Stock Price: Empirical Study on Tick Data in Chinese Stock Market
Y Chen, X Xu, T Lan, S Zhang - Big Data Research, 2024 - Elsevier
Whether or not stocks are predictable has been a topic of concern for decades. The efficient
market hypothesis (EMH) says that it is difficult for investors to make extra profits by …
market hypothesis (EMH) says that it is difficult for investors to make extra profits by …
Time-dependent complexity measurement of causality in international equity markets: A spatial approach
A nonlinear temporal complexity approach is proposed in order to properly model the
evolution of randomness, self-similarity and information transmission for thirty-four …
evolution of randomness, self-similarity and information transmission for thirty-four …