Mining market data: A network approach
Mining market data: A network approach
复制标题
DOI：
10.1016/j.cor.2005.01.027
复制
发表时间：
2006-11-01
影响因子：
4.6
通讯作者：
Pardalos, PM
中科院分区：
文献类型：
--
作者：
Boginski, V;Butenko, S;Pardalos, PM
我们考虑一个网络表示的股票市场数据被称为市场图，这是通过计算股票对之间的交叉相关性的基础上，在一定的时间段内的开盘价数据。我们研究的市场图形的结构特性随时间的演变，并得出结论的基础上所获得的结果的解释股票市场发展的动态。(c)2005爱思唯尔有限公司保留所有权利。
We consider a network representation of the stock market data referred to as the market graph, which is constructed by calculating cross-correlations between pairs of stocks based on the opening prices data over a certain period of time. We study the evolution of the structural properties of the market graph over time and draw conclusions regarding the dynamics of the stock market development based on the interpretation of the obtained results. (c) 2005 Elsevier Ltd. All rights reserved.