RT Journal Article
SR Electronic
T1 Do Stocks Stalk Other Stocks in Their Complex Network? <em>A Complex Networks Approach to Stock Market Dynamics</em>
JF The Journal of Financial Data Science
FD Institutional Investor Journals
SP 35
OP 54
DO 10.3905/jfds.2019.1.2.035
VO 1
IS 2
A1 Koushik Balasubramanian
A1 Harish Sundaresh
A1 Diqing Wu
A1 Kevin Kearns
YR 2019
UL https://pm-research.com/content/1/2/35.abstract
AB This article presents a complex network approach to analyze the dynamics of the US stock market. The authors first introduce a machine learning technique to learn a latent space representation of the financial instruments using a complex networks approach to analyze the dynamics of the stock market. They show that the clustering of co-moving assets and breaking of already existing clusters have interesting connections to regime changes in the market. The authors also present some preliminary ideas on incorporating the effects of news and announcements in the dynamics of the assets.TOPICS: Big data/machine learning, security analysis and valuation