Complex Networks with Applicability to the Structure and Dynamics of Stock Market Evolution.
Renata-Graziela BoarAlexandru IovanoviciHoria CiocarliePublished in: SACI (2018)
Keyphrases
- stock market
- complex networks
- network structure
- network evolution
- stock price
- short term
- social networks
- community detection
- network analysis
- stock exchange
- social network analysis
- financial data
- graph theory
- stock index futures
- financial markets
- trading rules
- scale free
- financial time series
- stock market data
- stock data
- stock trading
- stock returns
- biological networks
- functional modules
- structural properties
- link prediction
- information theoretic concepts
- real world networks
- financial news
- network motifs
- listed companies
- community structure
- long term