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An integrated early warning system for stock market turbulence
Peiwan Wang,
Lu Zong
*
, Ye Ma
*
Corresponding author for this work
Department of Financial and Actuarial Mathematics
Xi'an Jiaotong-Liverpool University
Research output
:
Contribution to journal
›
Article
›
peer-review
26
Citations (Scopus)
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Earth and Planetary Sciences
Turbulence
100%
Stock Market
100%
Proving
25%
Evaluation
25%
Investigation
25%
Model
25%
Average
25%
Hybrid
25%
Datum
25%
Set
25%
Stability
25%
Value
25%
Regime
25%
Accuracy
25%
Decision Making
25%
Prediction
25%
Algorithms
25%
Filtration
25%
Network
25%
Probability Theory
25%
Real Time
25%
Yield
25%
Volatility
25%
Computer Science
Early Warning System
100%
Models
25%
Testing
25%
Evaluation
25%
Accuracy
25%
Filtering
25%
Probability
25%
Long Short-Term Memory Network
25%
Decision-Making
25%
Validation
25%
Hybrid Algorithm
25%
Indicator Function
25%
Economics, Econometrics and Finance
Stock
100%
Volatility
25%
Yield
25%
Cheque
25%
Cross-Validation
25%