The Evolution Characteristics of Systemic Risk in China's Stock Market Based on a Dynamic Complex Network.
Yong ShiYuanchun ZhengKun GuoZhenni JinZili HuangPublished in: Entropy (2020)
Keyphrases
- stock market
- complex networks
- listed companies
- network evolution
- portfolio optimization
- monetary policy
- short term
- stock exchange
- stock price
- financial time series
- stock index futures
- stock trading
- chinese stock market
- trading rules
- financial markets
- long term
- structural properties
- risk management
- community detection
- stock data
- network analysis
- investment strategies
- graph theory
- information theoretic concepts
- financial news
- social network analysis
- scale free
- foreign exchange
- financial information
- credit risk
- data mining
- clustering coefficient
- garch model
- portfolio management
- community discovery
- trading strategies
- network structure
- small world
- early warning