208 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- East China University of Science and TechnologyCN4 papers
- WHU – Otto Beisheim School of ManagementDE4 papers
- Vietnam National University Ho Chi Minh CityVN3 papers
- Hainan UniversityCN2 papers
- IPAG Business SchoolFR2 papers
- Tianjin UniversityCN2 papers
- University of Economics and Law2 papers
- AIT Austrian Institute of Technology GmbHAT1 paper
- Bangladesh University of Engineering and TechnologyBD1 paper
- Çanakkale Onsekiz Mart ÜniversitesiTR1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- Eastern International UniversityVN1 paper
Showing q-fin.STShow all
2 papers · 1 filter
q-fin.ST2023★ 12 cited
Correlation structure analysis of the global agricultural futures market
Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng +1
This paper adopts the random matrix theory (RMT) to analyze the correlation structure of the global agricultural futures market from 2000 to 2020. It is found that the distribution…
q-fin.ST2021★ 1 cited
What drives bitcoin? An approach from continuous local transfer entropy and deep learning classification models
Andrés García-Medina, Toan Luu Duc Huynh3
Bitcoin has attracted attention from different market participants due to unpredictable price patterns. Sometimes, the price has exhibited big jumps. Bitcoin prices have also had e…