Complex networks in a stock market.
Kyoung Eun LeeJae Woo LeeByoung Hee HongPublished in: Comput. Phys. Commun. (2007)
Keyphrases
- complex networks
- stock market
- short term
- social network analysis
- stock exchange
- social networks
- financial time series
- community detection
- scale free
- graph theory
- stock price
- biological networks
- financial markets
- real world networks
- network analysis
- trading rules
- network structure
- stock trading
- stock index futures
- financial data
- link prediction
- network evolution
- portfolio optimization
- community structure
- long term
- listed companies
- community discovery
- financial news
- functional modules
- stock returns
- stock data
- scale free networks
- information theoretic concepts
- network motifs
- text mining
- betweenness centrality
- degree centrality
- investment strategies
- data analysis