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Development of stock correlation networks using mutual information and financial big data
13 references·1 citing·31 second hop
Development of stock correlation networks using mutual information and financial big data (2018)Development of stock correlation networks…Networks in financial markets based on the mutual information rate (2014)Networks in financial markets…Stock network stability in times of crisis (2013)Stock network stability in ti…Evolution of worldwide stock markets, correlation structure, and correlation-based graphs (2011)Evolution of worldwide stock …Correlation of financial markets in times of crisis (2011)Correlation of financial mark…Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market (2010)Dominating Clasp of the Finan…Correlation, hierarchies, and networks in financial markets (2010)Correlation, hierarchies, and…A network perspective of the stock market (2010)A network perspective of the …Cross-correlation in financial dynamics (2009)Cross-correlation in financia…A network analysis of the Chinese stock market (2009)A network analysis of the Chi…Correlation based networks of equity returns sampled at different time horizons (2006)Correlation based networks of…A tool for filtering information in complex systems (2005)A tool for filtering informat…Topology of correlation-based minimal spanning trees in real and model markets (2003)Topology of correlation-based…Hierarchical structure in financial markets (1999)Hierarchical structure in fin…VolTAGE: Volatility Forecasting via Text Audio Fusion with Graph Convolution Networks for Earnings Calls (2020)VolTAGE: Volatility Forecasti…Portfolio Selection: Efficient Diversification of Investments (1959)The Econometrics of Financial Markets (1997)Quantifying the Behavior of Stock Correlations Under Market Stress (2012)The Econometrics of Financial Markets (2012)Detrended partial cross-correlation analysis of two nonstationary time series influenced by common external forces (2015)Correlation Structure and Evolution of World Stock Markets: Evidence from Pearson and Partial Correlation-Based Networks (2016)Extreme Correlation of International Equity Markets (2001)A Network Approach to Portfolio Selection (2014)Global stock market investment strategies based on financial network indicators using machine learning techniques (2018)Multiscale characteristics of the emerging global cryptocurrency marketModern Portfolio Theory and Investment Analysis. (1982)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Multiscale characteristics of the emerging global cryptocurrency market (2020)Oil price shocks, global financial markets and their connectedness (2020)Introduction to Econophysics (1999)An Introduction to Econophysics: Correlations and Complexity in Finance (2000)Quantifying cross-correlations using local and global detrending approaches (2009)Multifractal analysis of financial markets: a review (2019)How popular is your paper? An empirical study of the citation distribution (1998)Topological properties of stock market networks: The case of Brazil (2010)Correlations between biofuels and related commodities before and during the food crisis: A taxonomy perspective (2012)Noise Dressing of Financial Correlation Matrices (1999)Improved estimation of the covariance matrix of stock returns with an application to portfolio selection (2003)Network structure of multivariate time series (2015)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)Network analysis of a financial market based on genuine correlation and threshold method (2011)Correlation and network analysis of global financial indices (2012)Networks of equities in financial markets (2004)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Random matrix approach to cross correlations in financial data (2002)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)
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References

  • 1999Hierarchical structure in financial markets2,073 cited
  • 2005A tool for filtering information in complex systems902 cited
  • 2003Topology of correlation-based minimal spanning trees in real and model markets453 cited
  • 2010A network perspective of the stock market397 cited
  • 2010Correlation, hierarchies, and networks in financial markets381 cited
  • 2010Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market362 cited
  • 2009A network analysis of the Chinese stock market315 cited
  • 2011Correlation of financial markets in times of crisis285 cited
  • 2011Evolution of worldwide stock markets, correlation structure, and correlation-based graphs242 cited
  • 2006Correlation based networks of equity returns sampled at different time horizons236 cited
  • 2014Networks in financial markets based on the mutual information rate150 cited
  • 2009Cross-correlation in financial dynamics115 cited
  • 2013Stock network stability in times of crisis105 cited

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  • 2020VolTAGE: Volatility Forecasting via Text Audio Fusion with Graph Convolution Networks for Earnings Calls36 cited

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