A review of two decades of correlations, hierarchies, networks and clustering in financial markets

G Marti, F Nielsen, M Bińkowski, P Donnat - Progress in information …, 2021 - Springer
We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

Unidirectional and bidirectional LSTM models for edge weight predictions in dynamic cross-market equity networks

B Bhattacharjee, R Kumar, A Senthilkumar - International Review of …, 2022 - Elsevier
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 …

Application of Threshold-based Filtered Networks in Stock Portfolio Selection and Performance Evaluation

M Noorahmadi, H Sadeghi - Financial Economics, 2023 - ecj.ctb.iau.ir
Network analysis is one of the methods of attention of analysts to analyze complex
relationships in data in an intuitive way. One of the applications of network analysis is …

[PDF][PDF] Journal of Budget and Finance Strategic Research

MN Ahmadi, F Rasti, H Sadeghi - 2024 - fbarj.ihu.ac.ir
The stock market, as a prominent financial domain, presents a formidable challenge in
comprehending and evaluating an extensive array of stocks employing centrality …

A review of research on financial time series clustering: A bibliometrics approach

M Nourahmadi, F Rasti, H Sadeqi - Advances in Finance and …, 2021 - afi.journals.iau.ir
The amount of information and data we retrieve and use is growing rapidly. Data mining is
the process of extracting relevant data from large volumes of data and the method of …

Elucidation of the Backbone Structure of Cross-Market Dependency Network of World Market Indices: A Global Threshold Filtering Approach

B Bhattacharjee, TR Ramanan, M Shafi… - Fuzzy Systems and …, 2018 - ebooks.iospress.nl
The multi-tiered cross-market dependency structures among capital market worldwide have
a highly complex architecture which makes international portfolio management a …