Add to ORKGWe construct a weighted financial network for a subset of NYSE traded stocks, in which the nodes correspond to stocks and edges to interactions between them. We identify clusters of stocks in the network, based on the Forbes business sector clas-sification, and study their intensity and coherence. Our approach indicates to what extent the business sector classifications are visible in market prices, enabling us to gauge the extent of group-behaviour exhibited by stocks belonging to a given busi-ness sector.
AbstractIn this paper we analyse stock relationships in the Greek Stock Market. We propose a model t...
Econophysicists have recently been quite successful in modelling and analysing various financial sys...
In this paper we propose an adjustment to the Herfindahl-Hirschman concentration index for explicitl...
We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE...
Complex networks are constructed to study correlations between the closing prices for all US stocks ...
Complex networks are constructed to study correlations between the closing prices for all US stocks ...
This paper approaches the U.S. stock market as a network and explains stocks’ returns by taking into...
Policy makings and regulations of financial markets rely on a good understanding of the complexity o...
Among the statistical techniques used to describe the behaviour of the financial markets, one of the...
We propose a network-based framework to study causal relationships in financial markets and demonstr...
We review the recent approach of correlation based networks of financial equities. We investigate po...
We investigate the properties of correlation based networks originating from economic complex system...
Financial markets can be viewed as a highly complex evolving system that is very sensitive to econom...
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifi...
This paper introduces a spectral clustering-based method to show that stock prices contain not only ...
AbstractIn this paper we analyse stock relationships in the Greek Stock Market. We propose a model t...
Econophysicists have recently been quite successful in modelling and analysing various financial sys...
In this paper we propose an adjustment to the Herfindahl-Hirschman concentration index for explicitl...
We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE...
Complex networks are constructed to study correlations between the closing prices for all US stocks ...
Complex networks are constructed to study correlations between the closing prices for all US stocks ...
This paper approaches the U.S. stock market as a network and explains stocks’ returns by taking into...
Policy makings and regulations of financial markets rely on a good understanding of the complexity o...
Among the statistical techniques used to describe the behaviour of the financial markets, one of the...
We propose a network-based framework to study causal relationships in financial markets and demonstr...
We review the recent approach of correlation based networks of financial equities. We investigate po...
We investigate the properties of correlation based networks originating from economic complex system...
Financial markets can be viewed as a highly complex evolving system that is very sensitive to econom...
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifi...
This paper introduces a spectral clustering-based method to show that stock prices contain not only ...
AbstractIn this paper we analyse stock relationships in the Greek Stock Market. We propose a model t...
Econophysicists have recently been quite successful in modelling and analysing various financial sys...
In this paper we propose an adjustment to the Herfindahl-Hirschman concentration index for explicitl...