Mining market data: A network approach
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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. © 2005 Elsevier Ltd. All rights reserved.
author list (cited authors)
Boginski, V., Butenko, S., & Pardalos, P. M.