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20172024
most citedGood and bad predictions: Assessing and improving the replication of chaotic attractors by means of reservoir computing

81 citations · 139 across the 7 of their papers we have counts for

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q-fin.ST2017★ 33 cited

Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization

Alexander Haluszczynski, Ingo Laut, Heike Modest +1

Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate…