Relational Stock Market Network Analysis

被引：0

作者：

Ergur, Bircan ^{[1
]}

Cataltepe, Zehra ^{[1
]}

机构：

[1] Istanbul Tech Univ, Bilgisayar Muhendisligi Bolumu, Istanbul, Turkey

来源：

2013 21ST SIGNAL PROCESSING AND COMMUNICATIONS APPLICATIONS CONFERENCE (SIU) | 2013年

关键词：

stock market; stock price; ISE; correlation coefficient; maximum spanning tree;

D O I：

暂无

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

In a stock market, changes in a stock price might effect the other stock's or stocks' prices. If those kind of interactions can be realized, not only the stock itself, but also the past prices of other stocks interacting with it might be used while predicting its stock price. In this research, the cross-correlations among the Istanbul Stock Exchange price changes are examined. First, the similarities among the stock price changes are calculated. Then maximum spanning trees are constructed using those similarities, and they are analyzed to understand the interactions among them in such trees.

引用

页数：4

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