Development of Stock Networks Using Part Mutual Information and Australian Stock Market Data

Complex network is a powerful tool to discover important information from various types of big data. Although substantial studies have been conducted for the development of stock relation networks, correlation coefficient is dominantly used to measure the relationship between stock pairs. Informatio...

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Bibliographic Details

Published in:	Entropy (Basel, Switzerland) Vol. 22; no. 7; p. 773
Main Authors:	Yan, Yan, Wu, Boyao, Tian, Tianhai, Zhang, Hu
Format:	Journal Article
Language:	English
Published:	Switzerland MDPI 15.07.2020 MDPI AG
Subjects:	clique correlation coefficient degree part mutual information path-consistency stock relation network degree clique stock relation network part mutual information correlation coefficient path-consistency
ISSN:	1099-4300, 1099-4300
Online Access:	Get full text
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