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Tommy
Sonntag, den 03. Juli 2022 um 00:31 Uhr | Driebergen-Rijsenburg
So far as we know, that is the first paper to use Ricci curvature to forecast the systemic stability of domestic stock market, and our outcomes present that Ricci curvature has good explanatory energy for the market stability and can be an excellent indicator to evaluate the long run risk and volatility of the domestic market.
Figure 9. The worth exhibits obvious spikes: the California Energy Crisis in 2001, a short value spike in the course of the week of February 24, 2003 in response to bodily market situations (cold winter) leading to low provide and high demand, a value improve at the tip of 2005 attributable to hurricanes Katrina and Rita and unstable weather, one other value improve in 2008 corresponding to high oil price. Proposing a mannequin based on the encoder-decoder architecture where the decoder is a DRL agent skilled to generate a trading strategy based on the representation of the market produced by the encoder mannequin.
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Sonntag, den 03. Juli 2022 um 00:25 Uhr | New York
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