Unidirectional and bidirectional LSTM models for edge weight predictions in dynamic cross-market equity networks

B Bhattacharjee, R Kumar, A Senthilkumar - International Review of …, 2022 - Elsevier
Predicting financial networks has important implications in finance. However, less research
attention has been given in this direction. This study aims to predict cross market linkage …

Impact of global financial crisis on network of Asian stock markets

J Aswani - Algorithmic Finance, 2017 - journals.sagepub.com
This study examines the network dynamics of fourteen Asian Stock Markets (ASMs) in three
phases (pre, during, and post) of financial crisis of 2008. Based on network statistics, I find …

[HTML][HTML] Network mining based elucidation of the dynamics of cross-market clustering and connectedness in Asian region: An MST and hierarchical clustering …

B Bhattacharjee, M Shafi, A Acharjee - Journal of King Saud University …, 2019 - Elsevier
We investigate the dynamics of cross-market clustering and connectedness of the Asian
capital markets in this study. We perform the cross-correlation structure analysis of the daily …

Network topology of economic sectors

MA Djauhari, SL Gan - Journal of Statistical Mechanics: Theory …, 2016 - iopscience.iop.org
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 …

[KNIHA][B] Computational intelligence paradigms in economic and financial decision making

M Resta - 2016 - Springer
This book presents a number of applications of computational intelligence paradigms, with a
focus on economic and financial decision-making. In this context, the book includes tools …

How Do Stock Indices Respond to Market Shocks? Examining Stock Market Contagion in European Countries with Minimum Spanning Trees

D Sallai, M Mészáros, GD Kiss - Econometric Research in Finance, 2022 - erfin.org
This paper analyses the structural changes of the European stock markets by using a
minimum spanning tree graph. The aim was to point out similarities and differences of the …

Effective vector variance in modeling Malaysia highway traffic network

N Mohd Asrah - 2019 - eprints.uthm.edu.my
Highway traffic networks consist of in-coming vehicles to a toll plaza and out-coming
vehicles from a toll plaza. The current practice to analyse a network is by using social …

[PDF][PDF] Computer and Information Sciences

FT AL-Dhief, N Sabri, S Fouad… - Journal of King …, 2019 - cntttest.vanlanguni.edu.vn
abstract Detection of person in the crowd is most exigent facial recognition aspect. Faces in
a group can comprise the criticality of face localization, partial occlusion, and facial …

[PDF][PDF] Computer and Information Sciences

B Bhattacharjee, M Shafi, A Acharjee - 2017 - academia.edu
abstract We investigate the dynamics of cross-market clustering and connectedness of the
Asian capital markets in this study. We perform the cross-correlation structure analysis of the …

[PDF][PDF] A SIMILARITY MEASURE OF MULTIVARIATE TIME SERIES IN STOCKS NETWORK ANALYSIS

GANS LEE - 2016 - core.ac.uk
Correlation-based network as a model for financial markets, especially stock market, is a
complex system has received much attention. There have been a lot of studies which deals …