Financial Crisis Forecasting via Coupled Market State Analysis
作者： Wei Cao , Longbing Cao
DOI: 10.1109/MIS.2015.4
关键词:
摘要: Financial crisis forecasting has been a long-standing challenge that often involves couplings between indicators of multiple markets. Such include implicit relations might not be effectively detected from raw market observations. However, most methods for rely directly on observations and detect the hidden interactions To this end, authors explore coupled state analysis (CMSA), assuming markets are governed by collection intra- intercoupled states. Accordingly, they built forecaster based these states instead
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