Dynamic analysis and community recognition of stock price based on a complex network perspective

作者:

Highlights:

• Construct highly correlated threshold networks for stock prices.

• Discuss the evolution of four kinds of topological properties.

• Do community identification and find special structures.

摘要

•Construct highly correlated threshold networks for stock prices.•Discuss the evolution of four kinds of topological properties.•Do community identification and find special structures.

论文关键词:Complex networks,Stock price,Average path length,Clustering coefficient,Degree distribution,Community structure

论文评审过程:Received 9 April 2022, Revised 12 September 2022, Accepted 28 September 2022, Available online 13 October 2022, Version of Record 20 October 2022.

论文官网地址:https://doi.org/10.1016/j.eswa.2022.118944