Analyzing the stock market based on the structure of \textit{kNN} network

DOI10.1016/J.CHAOS.2018.05.018zbMATH Open1406.91300OpenAlexW2807952342MaRDI QIDQ1755331FDOQ1755331

Authors: Chun-Xiao Nie, Fu-Tie Song 

Publication date: 9 January 2019

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2018.05.018

Recommendations

• The structural role of weak and strong links in a financial market network
• The structure analysis of NYSE market investment based on complex networks
• Dynamic communities in stock market
• Scale-free properties of financial markets
• The market effect on Malaysian stock correlation network

zbMATH Keywords

clusterrandom matrix theoryfinancial market\(k\)-nearest neighbors graph

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Deterministic network models in operations research (90B10)

Cites Work

• Complex networks: structure and dynamics
• The Structure and Function of Complex Networks
• Graph clustering
• Clustering of time series data -- a survey
• Mining market data: a network approach
• Clusters of time series
• Efficient Algorithms for Shortest Paths in Sparse Networks
• A survey of kernel and spectral methods for clustering
• Statistical analysis of financial networks
• Asset Trees and Asset Graphs in Financial Markets
• The use of dynamical networks to detect the hierarchical organization of financial market sectors
• Correlation based networks of equity returns sampled at different time horizons
• Clustering and community detection in directed networks: a survey
• GRAPH ZETA FUNCTION AND DIMENSION OF COMPLEX NETWORK
• Characteristics of networks in financial markets
• DEFINING DIMENSION OF A COMPLEX NETWORK
• Determination of multifractal dimensions of complex networks by means of the sandbox algorithm
• A new information dimension of complex networks
• A generalized volume dimension of complex networks
• Time series clustering via community detection in networks
• Cluster formation and evolution in networks of financial market indices

Cited In (6)

• A model for evolution of investors behavior in stock market based on reinforcement learning in network
• Hurst analysis of dynamic networks
• The structure analysis of NYSE market investment based on complex networks
• Differentiate data by higher-order structures
• The structural role of weak and strong links in a financial market network
• Generalized correlation dimension and heterogeneity of network spaces

This page was built for publication: Analyzing the stock market based on the structure of \textit{kNN} network

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1755331)