Network topology of economic sectors

• Main Authors: Djauhari, M. A., Gan, S. L.
• Format: Article
• Published: Institute of Physics Publishing 2016
• Subjects: QA Mathematics
• Online Access: http://eprints.utm.my/id/eprint/72093/; https://www.scopus.com/inward/record.uri?eid=2-s2.0-84988470939&doi=10.1088%2f1742-5468%2f2016%2f09%2f093401&partnerID=40&md5=96e301e3d8a3aaf5e37783ad21c871f3
• Institution: Universiti Teknologi Malaysia

A lot of studies dealing with stock network analysis, where each individual stock is represented by a univariate time series of its closing price, have been published. In these studies, the similarity of two different stocks is quantified using a Pearson correlation coefficient on the logarithmic pr...