Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market

Title
Does the singular value decomposition entropy have predictive power for stock market? — Evidence from the Shenzhen stock market
Authors
Keywords
Stock market, Prediction, Singular value decomposition, Entropy, Structural break
Journal
Publisher
Elsevier BV
Online
2015-08-07
DOI
10.1016/j.physa.2015.07.028

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