Graph analysis of stock correlation networks
In this paper, networks of S&P 500 stocks are constructed based on the correlation matrices of daily log-returns of constituent stocks. Such networks can be used to study the interactions of stock returns. A new filtering method called Clique-Limited Graphs (CLG) is proposed to extract represent...
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| Format: | Final Year Project |
| Language: | English |
| Published: |
Nanyang Technological University
2021
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| Online Access: | https://hdl.handle.net/10356/148108 |
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| Institution: | Nanyang Technological University |
| Language: | English |
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