2 papers
q-fin.ST2019
Multi-Likelihood Methods for Developing Stock Relationship Networks Using Financial Big Data
Xue Guo, Hu Zhang, Tianhai Tian
Development of stock networks is an important approach to explore the relationship between different stocks in the era of big-data. Although a number of methods have been designed…
q-fin.ST2019
A Weight-based Information Filtration Algorithm for Stock-Correlation Networks
Seyed Soheil Hosseini, Nick Wormald, Tianhai Tian
Several algorithms have been proposed to filter information on a complete graph of correlations across stocks to build a stock-correlation network. Among them the planar maximally…