Fig. 3From: Predicting stock market movements using network science: an information theoretic approachKullback-Leibler divergence and S&P 500 changes a KLD normally stays between 0.0 and 0.2, but sometimes shows significant hikes. KLD and actual S&P 500 changes are negatively and positively correlated. b KLD and absolute values of S&P 500 changes show a clear positive correlation. It is harder to predict the actual changes than to predict amplitude of the changesBack to article page