Search results for "CORRELATION-BASED NETWORKS"

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Dominating Clasp of the Financial Sector Revealed by Partial Correlation Analysis of the Stock Market

2010

What are the dominant stocks which drive the correlations present among stocks traded in a stock market? Can a correlation analysis provide an answer to this question? In the past, correlation based networks have been proposed as a tool to uncover the underlying backbone of the market. Correlation based networks represent the stocks and their relationships, which are then investigated using different network theory methodologies. Here we introduce a new concept to tackle the above question--the partial correlation network. Partial correlation is a measure of how the correlation between two variables, e.g., stock returns, is affected by a third variable. By using it we define a proxy of stoc…

INFORMATIONEconomicsPORTFOLIO OPTIMIZATIONEconomic Modelslcsh:MedicineNetwork theorySocial and Behavioral SciencesFinancial correlationStock exchangeMicroeconomicsEconometricsEconomicslcsh:ScienceMathematical ComputingMarketingMultidisciplinarySystems BiologyApplied MathematicsPhysicsStatisticsComplex SystemsMathematical EconomicsModels EconomicInterdisciplinary PhysicsAlgorithmsResearch ArticleCORRELATION-BASED NETWORKS; PORTFOLIO OPTIMIZATION; CORRELATION-MATRICES; TIME-SERIES; INFORMATIONNew YorkTIME-SERIESHumansInvestmentsStatistical MethodsCorrelation swapBiologyStructure of MarketsStock (geology)Partial correlationCORRELATION-BASED NETWORKSRegulatory NetworksModels Statisticallcsh:RFinancial marketComputational BiologyIndustrial OrganizationModels TheoreticalCORRELATION-MATRICESlcsh:QStock marketMathematicsForecasting
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Evolution of correlation structure of industrial indices of U.S. equity markets

2013

We investigate the dynamics of correlations present between pairs of industry indices of US stocks traded in US markets by studying correlation based networks and spectral properties of the correlation matrix. The study is performed by using 49 industry index time series computed by K. French and E. Fama during the time period from July 1969 to December 2011 that is spanning more than 40 years. We show that the correlation between industry indices presents both a fast and a slow dynamics. The slow dynamics has a time scale longer than five years showing that a different degree of diversification of the investment is possible in different periods of time. On top to this slow dynamics, we als…

Physics - Physics and SocietyIndex (economics)Scale (ratio)Operations researchSettore SECS-P/05Diversification (finance)FOS: Physical sciencesPhysics and Society (physics.soc-ph)01 natural sciences010305 fluids & plasmasFOS: Economics and businessCorrelationRandom matrix theoryMINIMUM SPANNING-TREES0103 physical sciencesEconometricsPCA Random matrix theory010306 general physicsCORRELATION-BASED NETWORKSMathematicsPCAStatistical Finance (q-fin.ST)Settore SECS-S/03CROSS-CORRELATIONSCovariance matrixSpectral propertiesSettore SECS-S/06Equity (finance)Quantitative Finance - Statistical FinanceFINANCIAL-MARKETSSubprime crisisInvestment (macroeconomics)Degree (music)Settore FIS/07 - Fisica Applicata(Beni Culturali Ambientali Biol.e Medicin)DYNAMIC ASSET TREESMATRICES
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