Search Results - subject:"Vector correlation"

Topological network analysis based on dissimilarity measure of multivariate time series evolution in the subprime crisis

Mohamadi, Ali - In: International Journal of Financial Studies 6 (2018) 2, pp. 1-16

Correlation network based on similarity is the common approach in financial network analyses where the Minimal Spanning Tree (MST) is used to filter the important information contained in the network. In this paper, by considering a distance matrix based on dissimilarities among multivariate...

Persistent link: https://www.econbiz.de/10011996111

Topological network analysis based on dissimilarity measure of multivariate time series evolution in the subprime crisis

Mansooreh Kazemilari; Mohamadi, Ali - In: International Journal of Financial Studies : open … 6 (2018) 2, pp. 1-16

Persistent link: https://www.econbiz.de/10011883268

Correlation network analysis for multi-dimensional data in stocks market

Kazemilari, Mansooreh; Djauhari, Maman Abdurachman - In: Physica A: Statistical Mechanics and its Applications 429 (2015) C, pp. 62-75

This paper shows how the concept of vector correlation can appropriately measure the similarity among multivariate time …

Persistent link: https://www.econbiz.de/10011264569