Understanding the Impact of COVID-19 on Global Financial Network Using Graph Based Algorithm: Minimum Spanning Tree Approach

被引：3

作者：

Hatipoglu, Veysel Fuat ^{[1
]}

机构：

[1] Mugla Sitki Kocman Univ, Fethiye Fac Business Adm, Mugla, Turkey

来源：

FOUNDATIONS OF COMPUTING AND DECISION SCIENCES | 2021年 / 46卷 / 01期

关键词：

Big data; big data analysis; minimum spanning tree; COVID-19; pandemic; dynamic time warping; stock market; STOCK-MARKET; TOPOLOGY; EVOLUTION;

D O I：

10.2478/fcds-2021-0008

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

In this paper effects of COVID-19 pandemic on stock market network are analyzed by an application of operational research with a mathematical approach. For this purpose two minimum spanning trees for each time period namely before and during COVID-19 pandemic are constructed. Dynamic time warping algorithm is used to measure the similarity between each time series of the investigated stock markets. Then, clusters of investigated stock markets are constructed. Numerical values of the topology evaluation for each cluster and time period is computed.

引用

页码：111 / 123

页数：13

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