Dynamic correlation network analysis of financial asset returns with network clustering.
Takashi IsogaiPublished in: Appl. Netw. Sci. (2017)
Keyphrases
- network analysis
- dynamic networks
- network structure
- complex networks
- link prediction
- information networks
- graph clustering
- network dynamics
- social network analysis
- centrality measures
- real world networks
- community structure
- community discovery
- social networks
- criminal networks
- community detection
- text mining
- clustering method
- network topology
- biological networks
- k means
- community detection algorithms
- terrorist networks
- databases
- random walk
- network motifs
- clustering algorithm
- citation networks
- sharpe ratio
- spectral clustering
- knowledge base
- dynamic behavior
- financial markets
- stock market