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

DOI10.1016/J.CHAOS.2018.05.018MaRDI QIDQ1755331zbMATH OpenOpenAlexFDO

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

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)

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Cites work

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

Cited in

(7)

• Generalized correlation dimension and heterogeneity of network spaces
• A model for evolution of investors behavior in stock market based on reinforcement learning in network
• Hurst analysis of dynamic networks
• Fractal structure in the S\&P500: a correlation-based threshold network approach
• The structure analysis of NYSE market investment based on complex networks
• The structural role of weak and strong links in a financial market network
• Differentiate data by higher-order structures

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