Search results for "Ticker symbol"

Robust Graph Topology Learning and Application in Stock Market Inference

2019

In many applications, there are multiple interacting entities, generating time series of data over the space. To describe the relation within the set of data, the underlying topology may be used. In many real applications, not only the signal/data of interest is measured in noise, but it is also contaminated with outliers. The proposed method, called RGTL, infers the graph topology from noisy measurements and removes these outliers simultaneously. Here, it is assumed that we have no information about the space graph topology, while we know that graph signal are sampled consecutively in time and thus the graph in time domain is given. The simulation results show that the proposed algorithm h…