Causal relationship between the global foreign exchange market based on complex networks and entropy theory

G Cao, Q Zhang, Q Li - Chaos, solitons & fractals, 2017 - Elsevier
The foreign exchange (FX) market is a typical complex dynamic system under the
background of exchange rate marketization reform and is an important part of the financial …

General election effect on the network topology of Pakistan's stock market: network-based study of a political event

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 …

Network topology of FTSE 100 Index companies: From the perspective of Brexit

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 …

[PDF][PDF] OBSERVING AND PREDICTING THAI STOCK MARKET DYNAMICS USING PHASE SYNCHRONIZATION

A DUVVURU, S RADHAKRISHNAN - searchlib.utcc.ac.th
In this research we present a new and accurate method of establishing correlations between
stocks; and an effective way of visualizing market dynamics using stock correlation networks …