Related papers: Influence network in Chinese stock market
Critical nodes or "middlemen" have an essential place in both social and economic networks when considering the flow of information and trade. This paper extends the concept of critical nodes to directed networks. We identify strong and…
A multi-regional input-output table (MRIOT) containing the transactions among the region-sectors in an economy defines a weighted and directed network. Using network analysis tools, we analyze the regional and sectoral structure of the…
From a complex network perspective, investigating the stock market holds paramount significance as it enables the systematic revelation of topological features inherent in the market. This approach is crucial in exploring market…
Whether or not stocks are predictable has been a topic of concern for decades.The efficient market hypothesis (EMH) says that it is difficult for investors to make extra profits by predicting stock prices, but this may not be true,…
The complexity of financial markets arise from the strategic interactions among agents trading stocks, which manifest in the form of vibrant correlation patterns among stock prices. Over the past few decades, complex financial markets have…
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market…
Identifying the most influential nodes in information networks has been the focus of many research studies. This problem has crucial applications in various contexts, such as controlling the propagation of viruses or rumours in real-world…
With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposition, we clarify that the local interactions between the…
This letter deals with the controllability issue of complex networks. An index is chosen to quantitatively measure the extent of controllability of given network. The effect of this index is analyzed based on empirical studies on various…
While there is ample evidence that social and communication networks play a key role during the spread of new ideas, products, or services, network effects are expected to have diminished influence in the stationary state, when all users…
Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be described by temporal networks. We utilize the temporal network…
Influence propagation in social networks is a subject of growing interest. A relevant issue in those networks involves the identification of key influencers. These players have an important role on viral marketing strategies and message…
We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information…
In order to use the advanced inference techniques available for Ising models, we transform complex data (real vectors) into binary strings, by local averaging and thresholding. This transformation introduces parameters, which must be varied…
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How the online social media, like Twitter or its variant Weibo, interacts with the stock market and whether it can be a convincing proxy to predict the stock market have been debated for years, especially for China. As the traditional…
The topology of production networks determines the propagation mechanisms of local shocks and thus the co-movement of industries. As a result, we need a more precisely defined production network to model economic growth accurately. In this…
We investigate the financial network in the Korean stock exchange (KSE) market, using both numerical simulations and scaling arguments. We estimate the cross-correlation on the stock price exchanges of all companies listed on the the Korean…
Complex systems are often characterized by large-scale hierarchical organizations. Whether the prominent elements, at the top of the hierarchy, share and control resources or avoid one another lies at the heart of a system's global…
Many complex systems exhibit a natural hierarchy in which elements can be ranked according to a notion of "influence". While the complete and accurate knowledge of the interactions between constituents is ordinarily required for the…