On power-law relationships of the Internet topology
Proceedings of the conference on Applications, technologies, architectures, and protocols for computer communication
Small worlds: the dynamics of networks between order and randomness
Small worlds: the dynamics of networks between order and randomness
An introduction to econophysics: correlations and complexity in finance
An introduction to econophysics: correlations and complexity in finance
On maximum clique problems in very large graphs
External memory algorithms
Proceedings of the 9th international World Wide Web conference on Computer networks : the international journal of computer and telecommunications netowrking
Computers and Intractability: A Guide to the Theory of NP-Completeness
Computers and Intractability: A Guide to the Theory of NP-Completeness
Mathematical Programming for Data Mining: Formulations and Challenges
INFORMS Journal on Computing
Linked
Expert Systems with Applications: An International Journal
CSV: visualizing and mining cohesive subgraphs
Proceedings of the 2008 ACM SIGMOD international conference on Management of data
Mining stock category association and cluster on Taiwan stock market
Expert Systems with Applications: An International Journal
Enumerating Isolated Cliques in Synthetic and Financial Networks
COCOA 2008 Proceedings of the 2nd international conference on Combinatorial Optimization and Applications
Development of a marketing information system for supporting sales in a Tea-beverage market
Expert Systems with Applications: An International Journal
Isolation concepts for clique enumeration: Comparison and computational experiments
Theoretical Computer Science
Detection of protein complexes in protein interaction networks using n-clubs
EvoBIO'08 Proceedings of the 6th European conference on Evolutionary computation, machine learning and data mining in bioinformatics
Separator-based data reduction for signed graph balancing
Journal of Combinatorial Optimization
On triangulation-based dense neighborhood graph discovery
Proceedings of the VLDB Endowment
Expert Systems with Applications: An International Journal
Mining the co-movement in the Taiwan stock funds market
Expert Systems with Applications: An International Journal
Clique Relaxations in Social Network Analysis: The Maximum k-Plex Problem
Operations Research
Mining the hedge and arbitrage of the Taiwan foreign exchange market
Expert Systems with Applications: An International Journal
The max quasi-independent set problem
Journal of Combinatorial Optimization
The max quasi-independent set problem
CSR'10 Proceedings of the 5th international conference on Computer Science: theory and Applications
Asset portfolio optimization using support vector machines and real-coded genetic algorithm
Journal of Global Optimization
Expert Systems with Applications: An International Journal
Journal of Global Optimization
Computational Optimization and Applications
Statistical procedures for the market graph construction
Computational Statistics & Data Analysis
Hi-index | 0.02 |
We consider a network representation of the stock market data referred to as the market graph, which is constructed by calculating cross-correlations between pairs of stocks based on the opening prices data over a certain period of time. We study the evolution of the structural properties of the market graph over time and draw conclusions regarding the dynamics of the stock market development based on the interpretation of the obtained results.