IDEAS home Printed from https://ideas.repec.org/h/wsi/wschap/9789812562586_0001.html
   My bibliography  Save this book chapter

Network-Based Techniques In The Analysis Of The Stock Market

In: Supply Chain And Finance

Author

Listed:
  • V. Boginski

    (Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, Gainesville, FL 32611, USA)

  • S. Butenko

    (Department of Industrial Engineering, Texas A&M University, 236E Zachry Engineering Center, College Station, TX 77843-3131, USA)

  • P. M. Pardalos

    (Department of Industrial and Systems Engineering, University of Florida, 303 Weil Hall, Gainesville, FL 32611, USA)

Abstract

We give an overview of a novel network-based methodology used to analyze the internal structure of financial markets. In the core of this methodology, is a graph representation of the data corresponding to the correlations between time series representing price fluctuations of the financial instruments. The resulting graph is referred to as market graph. Studying properties of the market graph based on data from the U.S. stock market leads to several important conclusions regarding the global structure of the modern stock market. This methodology also provides a new tool for classification of stocks and portfolio selection.

Suggested Citation

  • V. Boginski & S. Butenko & P. M. Pardalos, 2004. "Network-Based Techniques In The Analysis Of The Stock Market," World Scientific Book Chapters, in: Panos M Pardalos & Athanasios Migdalas & George Baourakis (ed.), Supply Chain And Finance, chapter 1, pages 1-14, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812562586_0001
    as

    Download full text from publisher

    File URL: https://www.worldscientific.com/doi/pdf/10.1142/9789812562586_0001
    Download Restriction: Ebook Access is available upon purchase.
    File URL: https://www.worldscientific.com/doi/abs/10.1142/9789812562586_0001
    Download Restriction: Ebook Access is available upon purchase.
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Seo Woo Hong & Pierre Miasnikof & Roy Kwon & Yuri Lawryshyn, 2021. "Market Graph Clustering via QUBO and Digital Annealing," JRFM, MDPI, vol. 14(1), pages 1-13, January.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wsi:wschap:9789812562586_0001. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Tai Tone Lim (email available below). General contact details of provider: http://www.worldscientific.com/page/worldscibooks .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.