Complex Network Model of Global Financial Time Series Based on Different Distance Functions
文献类型：期刊论文
| 作者 | Wang, Zhen2; Ning, Jicai1 ; Gao, Meng2
|
| 刊名 | MATHEMATICS
 |
| 出版日期 | 2024-07-01 |
| 卷号 | 12期号:14页码:14 |
| 关键词 | complex networks time series distance function Hamming distance similarity hierarchical clustering global financial markets |
| DOI | 10.3390/math12142210 |
| 通讯作者 | Gao, Meng(mgao@ytu.edu.com) |
| 英文摘要 | By constructing a complex network model grounded in time series analysis, this study delves into the intricate relationships between the stock markets of 18 countries worldwide. Utilizing 31 distinct time series distance functions to formulate the network, we employ Hamming distance to quantify the resemblance between networks derived from different distance functions. By modulating the network density through distance percentiles (p=0.1, 0.3, 0.5), we demonstrate the similarity of various distance functions across multiple density levels. Our findings reveal that certain distance functions exhibit high degrees of similarity across varying network densities, suggesting their potential for mutual substitution in network construction. Furthermore, the centroid network identified via hierarchical cluster analysis highlights the similarities between the stock markets of different nations, mirroring the intricate interconnections within the global financial landscape. The insights gained from this study offer crucial perspectives for comprehending the intricate network structure of global financial time series data, paving the way for further analysis and prediction of global financial market dynamics. |
| WOS关键词 | INDEX |
| WOS研究方向 | Mathematics |
| 语种 | 英语 |
| WOS记录号 | WOS:001277114200001 |
| 资助机构 | Key Program of Shandong Natural Science Foundation |
| 源URL | [http://ir.yic.ac.cn/handle/133337/35672]  |
| 专题 | 烟台海岸带研究所_中科院海岸带环境过程与生态修复重点实验室 烟台海岸带研究所_海岸带信息集成与综合管理实验室 |
| 通讯作者 | Gao, Meng |
| 作者单位 | 1.Chinese Acad Sci, Yantai Inst Coastal Zone Res, 17 Chunhui Rd, Yantai 264003, Peoples R China 2.Yantai Univ, Sch Math & Informat Sci, 30 Qingquan Rd, Yantai 264005, Peoples R China |
| 推荐引用方式 GB/T 7714 | Wang, Zhen,Ning, Jicai,Gao, Meng. Complex Network Model of Global Financial Time Series Based on Different Distance Functions[J]. MATHEMATICS,2024,12(14):14. |
| APA | Wang, Zhen,Ning, Jicai,&Gao, Meng.(2024).Complex Network Model of Global Financial Time Series Based on Different Distance Functions.MATHEMATICS,12(14),14. |
| MLA | Wang, Zhen,et al."Complex Network Model of Global Financial Time Series Based on Different Distance Functions".MATHEMATICS 12.14(2024):14. |
入库方式： OAI收割
来源：烟台海岸带研究所
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