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Use of sparse correlations for assessing financial markets

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Acknowledgements

This work was supported by the General Financial Grant from Jiangsu Natural Science Foundation for Youth in 2014 (BK20140075).

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Authors and Affiliations

  1. College of Command and Control Engineering, Army Engineering University of PLA, Nanjing, 210007, China

    Xin Li, Guyu Hu, Yuhuan Zhou & Zhisong Pan

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  1. Xin Li
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  2. Guyu Hu
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  3. Yuhuan Zhou
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  4. Zhisong Pan
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Correspondence to Zhisong Pan.

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Li, X., Hu, G., Zhou, Y. et al. Use of sparse correlations for assessing financial markets. Front. Comput. Sci. 14, 146319 (2020). https://doi.org/10.1007/s11704-019-9060-x

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