C Huang, J Cao - Physica A: Statistical Mechanics and its Applications, 2017 - Elsevier
This paper is concerned with the issues of synchronization and anti-synchronization for fractional chaotic financial system with market confidence by taking advantage of active …
JY Song, W Chang, JW Song - Physica A: Statistical Mechanics and its …, 2019 - Elsevier
The purpose of this research is to analyze the structure of the cryptocurrency market based on the correlation-based agglomerative hierarchical clustering and minimum spanning tree …
S Garcia-Vega, XJ Zeng, J Keane - Expert Systems with Applications, 2020 - Elsevier
Stock returns are continuously generated by different data sources and depend on various factors such as financial policies and national economic growths. Stock returns prediction …
S Ashe, P Egan - Finance Research Letters, 2023 - Elsevier
It is of crucial importance that policymakers understand the level of convergence and synchronicity between the real and financial economy given the financial nature of the 2008 …
Considerable research has been done on the complex stock market, however, there is very little systematic work on the impact of crisis on global stock markets. For filling in these gaps …
S Xiong, W Chen - Energy Economics, 2022 - Elsevier
This paper proposes a novel hybrid method called Weighted Turbulence, which combines the dynamic network and weighted Mahalanobis distance to measure the overall systemic …
BA Memon, H Yao, R Tahir - Financial Innovation, 2020 - Springer
To examine the interdependency and evolution of Pakistan's stock market, we consider the cross-correlation coefficients of daily stock returns belonging to the blue chip Karachi stock …
H Yao, BA Memon - Physica A: Statistical Mechanics and its Applications, 2019 - Elsevier
This study uses cross correlations in the daily closing prices of the London stock exchange FTSE 100 index companies from July 2010 to March 2018 to compute minimum spanning …
Investigating the time–frequency-based phase synchronization between nonstationary time series of the cryptocurrencies' prices can be a suitable tool to reveal their complicated …