DocumentCode
3237691
Title
Exploring the network structure and nodal centrality of China´s stock network
Author
Gao, Xin ; Zhang, Dian ; Yu, Dong Chuan
Author_Institution
Sch. of Autom. Eng., Univ. of Electron. Sci. & Technol. of China, Chengdu, China
fYear
2011
fDate
14-16 Dec. 2011
Firstpage
208
Lastpage
211
Abstract
We present a novel strategy to build a directed stock network by visualizing granger causality existing between node-pairs. Furthermore, we compare the structure characteristics and nodal centrality in this newly-created directed network with those of the correlation network and conclude that directed network reflects the other portray of stock market based on its heterogeneity. In addition, causality bias of nodes results from antithetic communities in directed causal network.
Keywords
causality; directed graphs; financial data processing; network theory (graphs); stock markets; China stock network; Granger causality; correlation network; directed causal network; node causality bias; stock market; stock network structure; stock nodal centrality; Communities; Complex networks; Correlation; Educational institutions; Fluctuations; Stock markets; Time series analysis; complex network analysis; directed granger causal network; undirected correlation network;
fLanguage
English
Publisher
ieee
Conference_Titel
Applied Superconductivity and Electromagnetic Devices (ASEMD), 2011 International Conference on
Conference_Location
Sydney, NSW
Print_ISBN
978-1-4244-7852-1
Type
conf
DOI
10.1109/ASEMD.2011.6145102
Filename
6145102
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