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  • Search: subject:"Neighbour-Nets"
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Year of publication
Subject
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Correlation Matrix 1 Diversification 1 Neighbour-Nets 1 Visualization 1
Type of publication
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Book / Working Paper 1
Language
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Undetermined 1
Author
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Rea, Alethea 1 Rea, William 1 Zhan, Hannah Cheng Juan 1
Institution
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Department of Economics and Finance, College of Business and Economics 1
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Working Papers in Economics 1
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RePEc 1
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An Application of Correlation Clustering to Portfolio Diversification
Zhan, Hannah Cheng Juan; Rea, William; Rea, Alethea - Department of Economics and Finance, College of … - 2014
This paper presents a novel application of software developed for constructing a phylogenetic network to the correlation matrix for 126 stocks listed on the Shanghai A Stock Market. We show that by visualizing the correlation matrix using a Neighbor-Net network and using the circular ordering...
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