Development of Stock Networks Using Part Mutual Information and Australian Stock Market Data

Complex network is a powerful tool to discover important information from various types of big data. Although substantial studies have been conducted for the development of stock relation networks, correlation coefficient is dominantly used to measure the relationship between stock pairs. Informatio...

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Bibliographic Details
Main Authors: Yan Yan, Boyao Wu, Tianhai Tian, Hu Zhang
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/7/773