Network features of sector indexes spillover effects in China: A multi-scale view
S Feng, S Huang, Y Qi, X Liu, Q Sun, S Wen - Physica A: Statistical …, 2018 - Elsevier
The spillover effects among sectors are of concern for distinct market participants, who are in
distinct investment horizons and concerned with the information in different time scales. In …
distinct investment horizons and concerned with the information in different time scales. In …
Unidirectional and bidirectional LSTM models for edge weight predictions in dynamic cross-market equity networks
Predicting financial networks has important implications in finance. However, less research
attention has been given in this direction. This study aims to predict cross market linkage …
attention has been given in this direction. This study aims to predict cross market linkage …
[HTML][HTML] Network mining based elucidation of the dynamics of cross-market clustering and connectedness in Asian region: An MST and hierarchical clustering …
We investigate the dynamics of cross-market clustering and connectedness of the Asian
capital markets in this study. We perform the cross-correlation structure analysis of the daily …
capital markets in this study. We perform the cross-correlation structure analysis of the daily …
Investigating the evolution of linkage dynamics among equity markets using network models and measures: The case of asian equity market integration
The state of cross-market linkage structures and its stability over varying time-periods play a
key role in the performance of international diversified portfolios. There has been an …
key role in the performance of international diversified portfolios. There has been an …
Stock network stability after crashes based on entropy method
MY Yang, F Ren, SP Li - Frontiers in Physics, 2020 - frontiersin.org
This paper studies the stability of stock networks after crashes based on the entropy method.
By measuring network stability using the entropy calculated with the degree distribution, we …
By measuring network stability using the entropy calculated with the degree distribution, we …
Elucidation of the Backbone Structure of Cross-Market Dependency Network of World Market Indices: A Global Threshold Filtering Approach
The multi-tiered cross-market dependency structures among capital market worldwide have
a highly complex architecture which makes international portfolio management a …
a highly complex architecture which makes international portfolio management a …
[PDF][PDF] Computer and Information Sciences
abstract We investigate the dynamics of cross-market clustering and connectedness of the
Asian capital markets in this study. We perform the cross-correlation structure analysis of the …
Asian capital markets in this study. We perform the cross-correlation structure analysis of the …
[引用][C] Identification of volatile periods, detection of reliable stocks and estimation of stock prices for the stocks in non-volatile periods using ARIMA, SVD for BSE
P DEY, J BISWAS - 2020