Statistical mechanical analysis for unweighted and weighted stock market networks

作者：

Highlights：

• Analyse the unweighted and weighted market networks from a statistical mechanical perspective.

• Propose a novel thermodynamic analogy to characterise the dynamic structural properties of time evolving networks.

• Provide an excellent framework to identify epochs in which there is significant variance in network structure during financial crises induced by economic and political events.

摘要

•Analyse the unweighted and weighted market networks from a statistical mechanical perspective.•Propose a novel thermodynamic analogy to characterise the dynamic structural properties of time evolving networks.•Provide an excellent framework to identify epochs in which there is significant variance in network structure during financial crises induced by economic and political events.

论文关键词：Stock market networks,Thermodynamic characterisations,Statistical mechanics

论文评审过程：Received 28 July 2020, Revised 7 June 2021, Accepted 20 June 2021, Available online 22 June 2021, Version of Record 1 July 2021.

论文官网地址：https://doi.org/10.1016/j.patcog.2021.108123