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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Vydáno v:	Entropy (Basel, Switzerland) Ročník 22; číslo 7; s. 773
Hlavní autoři:	Yan, Yan, Wu, Boyao, Tian, Tianhai, Zhang, Hu
Médium:	Journal Article
Jazyk:	angličtina
Vydáno:	Switzerland MDPI 15.07.2020 MDPI AG
Témata:	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
On-line přístup:	Získat plný text
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