A review of two decades of correlations, hierarchies, networks and clustering in financial markets

G Marti, F Nielsen, M Bińkowski, P Donnat - Progress in information …, 2021 - Springer
We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …

A survey of the application of graph-based approaches in stock market analysis and prediction

S Saha, J Gao, R Gerlach - International Journal of Data Science and …, 2022 - Springer
Graph-based approaches are revolutionizing the analysis of different real-life systems, and
the stock market is no exception. Individual stocks and stock market indices are connected …

COVID-19 and time-frequency connectedness between green and conventional financial markets

M Arif, M Hasan, SM Alawi, MA Naeem - Global Finance Journal, 2021 - Elsevier
Against the backdrop of the exponentially growing trend in green finance investments and
the calls for green recovery in the post-COVID world, this study presents the time-frequency …

Covid-19 pandemic and spillover effects in stock markets: A financial network approach

A Samitas, E Kampouris, S Polyzos - International Review of Financial …, 2022 - Elsevier
This paper examines the impact of the COVID-19 pandemic on 51 major stock markets, both
emerging and developed. We isolated the countries susceptible to shock transmissions, and …

Pearson correlation coefficient-based performance enhancement of broad learning system for stock price prediction

G Li, A Zhang, Q Zhang, D Wu… - IEEE Transactions on …, 2022 - ieeexplore.ieee.org
Accurate prediction of a stock price is a challenging task due to the complexity, chaos, and
non-linearity nature of financial systems. In this brief, we proposed a multi-indicator feature …

Global stock market investment strategies based on financial network indicators using machine learning techniques

TK Lee, JH Cho, DS Kwon, SY Sohn - Expert Systems with Applications, 2019 - Elsevier
This study presents financial network indicators that can be applied to global stock market
investment strategies. We propose to design both undirected and directed volatility networks …

Explain systemic risk of commodity futures market by dynamic network

C He, K Huang, J Lin, T Wang, Z Zhang - International Review of Financial …, 2023 - Elsevier
Since inflation of commodities is becoming more and more severe recently caused by many
macro events, such as COVID-19 and Russian-Ukrainian conflict, systemic risk of commodity …

Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis

D Vidal-Tomás - Finance Research Letters, 2021 - Elsevier
In this letter, we identify the transitions of the cryptocurrency market during the pandemic by
means of a network analysis. This method allows us to observe that COVID-19 significantly …

Machine learning as an early warning system to predict financial crisis

A Samitas, E Kampouris, D Kenourgios - International Review of Financial …, 2020 - Elsevier
This paper studies on “Early Warning Systems”(EWS) by investigating possible contagion
risks, based on structured financial networks. Early warning indicators improve standard …

Correlation structure and evolution of world stock markets: Evidence from Pearson and partial correlation-based networks

GJ Wang, C Xie, HE Stanley - Computational Economics, 2018 - Springer
We construct a Pearson correlation-based network and a partial correlation-based network,
ie, two minimum spanning trees (MST-Pearson and MST-Partial), to analyze the correlation …