IEEE - Institute of Electrical and Electronics Engineers, Inc. - Financial Networks: A Study of the Toronto Stock Exchange

2018 IEEE International Conference on Big Data (Big Data)

Author(s): Dhanya Jothimani ; Can Kavaklioglu ; Ayse Basar
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2018
Conference Location: Seattle, WA, USA, USA
Conference Date: 10 December 2018
Page(s): 4,684 - 4,691
ISBN (Electronic): 978-1-5386-5035-6
ISBN (USB): 978-1-5386-5034-9
DOI: 10.1109/BigData.2018.8621969
Regular:

In this study, filtered network approaches such as Minimum Spanning Tree and Planar Maximally Filtered Graphs, are used to analyse the topological structure of constituents of S&P Toronto Stock... View More

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