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Mining market data: A network approach [An article from: Computers and Operations Research]
Book Details
Author(s)
V. Boginski, S. Butenko, P.M. Pardalos
Publisher
Elsevier
ISBN / ASIN
B000RR8YYA
ISBN-13
978B000RR8YY8
Availability
Available for download now
Marketplace
United States 🇺🇸
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Description
This digital document is a journal article from Computers and Operations Research, published by Elsevier in 2006. The article is delivered in HTML format and is available in your Amazon.com Media Library immediately after purchase. You can view it with any web browser.
Description:
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.
Description:
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.
