We use mutual information and symbolization method of time series to construct minimum
spanning tree of the financial network of log-returns and trading volumes of the top 110 …

By calculating the mutual information of stock indexes of 10 primary industry sectors in
China, this paper analyzes the dependence relationship among Chinese stock sectors …

Financial time series analyses have played an important role in developing some of the
fundamental economic theories. However, many of the published analyses of financial time …

In this article, the authors develop a Stock Price Network Autoregressive Model (SPNAR) to
probe the behavior of the log-return based network of the Chinese stock market. We …

Today's asset management academia and practice is dominated by mean-variance thinking.
In consequence, this leads to the quantification of the dependence structure of asset returns …

This paper selects daily stock market trading data of RCEP member countries from 3
December 2007 to 9 December 2024 and employs the Time-Varying Parameter Vector …

This study uses the mutual information method to study economic dependence among the
provinces in the Yellow River Economic Belt, constructs the core dependence structure …

复杂网络能够解决许多金融问题, 能够发现金融市场的拓扑结构特征, 反映不同金融主体之间的
相互依赖关系. 相关性度量在金融复杂网络构建中至关重要. 通过将多元金融时间序列符号化 …

In this paper, researchers utilize mutual information and distance covariance to establish the
minimum spanning tree of the financial network of log-returns and trading volumes of the top …

In this paper, the copula theory is used to describe the dependence structure between
variables, while the information theory provides the tools necessary to measure the …