Predicting stock market movements using network science: an information theoretic approach

Keyphrases

• Network Measurement 100%
• Information Theory 100%
• Stock Market Movement 100%
• Network Science 100%
• Stock Market 66%
• Strength Distribution 66%
• Combined Predictor 66%
• ARIMA Model 66%
• Forecasting Model 33%
• Distribution Measurement 33%
• Drastic Change 33%
• Mutual Information 33%
• Price Movement 33%
• Politicians 33%
• Reliability Prediction 33%
• Linear Combination 33%
• Predictive Power 33%
• Quadratic Relation 33%
• Indicator-based 33%
• Model Accuracy 33%
• Financial Market Policy 33%
• Market Challenges 33%
• Time Series Complex Networks 33%
• Index Prediction 33%

Computer Science

• Complex Networks 100%
• Mutual Information 100%
• Theoretic Approach 100%
• Linear Combination 100%
• Predictive Power 100%
• Network Science 100%
• Model Accuracy 100%

Economics, Econometrics and Finance

• ARMA Model 100%
• Time Series 50%
• Investors 50%
• Financial Market 50%