Understanding the Impact of COVID–19 on Global Financial Network Using Graph Based Algorithm: Minimum Spanning Tree Approach-Reference-Cited by-同舟云学术

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

Published:2021-03-01 Issue:1 Volume:46 Page:111-123
ISSN:2300-3405
Container-title:Foundations of Computing and Decision Sciences
language:en
Short-container-title:

Author:

Hatipoğlu Veysel Fuat¹

Affiliation:

1. Fethiye Faculty of Business Administration , Muğla Sıtkı Koçman University , Muğla , Turkey

Abstract

Abstract 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.

Publisher

Walter de Gruyter GmbH

Link

https://www.sciendo.com/pdf/10.2478/fcds-2021-0008

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