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Investigating competition in financial markets: a sparse autologistic model for dynamic network data |
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| Authors: | Brenda Betancourt Abel Rodríguez Naomi Boyd |
| Institution: | 1. Department of Applied Mathematics and Statistics, University of California, Santa Cruz CA, USA;2. Department of Statistical Science, Duke University, Durham, NC, USA;3. Department of Finance, West Virginia University, Morgantown, WV, USA |
| Abstract: | |
| Keywords: | Financial trading networks autologistic models Lasso penalty dynamic networks link prediction |