Modeling of Correlation on the Stock Market Using Complex Network Methods
Анотація
Volatility of stock indices can be manifested simultaneously in different stock markets. The need to study this phenomenon requires the application of nontrivial methods of modeling. Volatility correlation modeling is used to study the relationships between different geographical regions by means of complex networks in the crisis and non-crisis periods. It also allowed identifying clusters, the main nodes in correlation networks and the value of their impact.
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