52 citations · 70 across the 2 of their papers we have counts for
5 papers
State and Network Structures of Stock Markets around the Global Financial Crisis
Jae Woo Lee, Ashadun Nobi
We consider the effects of the 2008 global financial crisis on the global stock market before, during, and after the crisis. We generate complex networks from a cross-correlation m…
State and group dynamics of world stock market by principal component analysis
Ashadun Nobi, Jae Woo Lee
We study the dynamic interactions and structural changes in global financial indices in the years 1998-2012. We apply a principal component analysis (PCA) to cross-correlation coef…
Correlation and Network Topologies in Global and Local Stock Indices
Ashadun Nobi, Sungmin Lee, Doo Hwan Kim +1
This study examined how the correlation and network structure of 30 global indices and 145 local Korean indices belonging to the KOSPI 200 have changed during the 13-year period, 2…
Network Topologies of Financial Market During the Global Financial Crisis
Ashadun Nobi, Seong Eun Maeng, Gyeong Gyun Ha +1
We consider the effects of the global financial crisis through a local Korean financial market around the 2008 crisis. We analyze 185 individual stock prices belonging to the KOSPI…
Random Matrix Theory and Cross-correlations in Global Financial Indices and Local Stock Market Indices
Ashadun Nobi, Seong Eun Maeng, Gyeong Gyun Ha +1
We analyzed cross-correlations between price fluctuations of global financial indices (20 daily stock indices over the world) and local indices (daily indices of 200 companies in t…