Community detection for New York stock market by SCORE-CCD.
Yanan YanYuehan YangPublished in: Comput. Stat. (2023)
Keyphrases
- community detection
- stock market
- stock exchange
- complex networks
- social networks
- stock price
- short term
- financial time series
- financial data
- community structure
- network analysis
- trading rules
- stock trading
- link prediction
- stock returns
- label propagation
- graph mining
- stock index futures
- stock market data
- financial markets
- chinese stock market
- real world networks
- listed companies
- financial news
- overlapping communities
- garch model
- community detection algorithms
- stock data
- investment strategies
- long term