A perspective on complex networks in the stock market-Reference-Cited by-同舟云学术

A perspective on complex networks in the stock market

Published:2022-12-23 Issue: Volume:10 Page:
ISSN:2296-424X
Container-title:Frontiers in Physics
language:
Short-container-title:Front. Phys.

Author:

Park Jihun,Cho Chang Hee,Lee Jae Woo

Abstract

A stock market is a complex system consisting of many interacting agents. We consider recent progress with complex networks constructed from cross-correlation of financial time series in the stock market. We review some methods and discuss the challenges in generating such complex networks that have a reasonable threshold.

Publisher

Frontiers Media SA

Subject

Physical and Theoretical Chemistry,General Physics and Astronomy,Mathematical Physics,Materials Science (miscellaneous),Biophysics

Reference31 articles.

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