| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 476352 | Computers & Operations Research | 2006 | 14 Pages |
Abstract
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.
Keywords
Related Topics
Physical Sciences and Engineering
Computer Science
Computer Science (General)
Authors
Vladimir Boginski, Sergiy Butenko, Panos M. Pardalos,