Development of stock correlation networks using financial big data

发布者:文明办作者:发布时间:2019-04-15浏览次数:1169


主讲人:Tianhai Tian


时间:2019年4月17日14:30


地点:徐汇校区3号楼301室


举办学院:数理学院


内容介绍:Stock correlation networks use stock price data to explore the relationship  between different stocks listed in the stock market. Currently a number of  methods have been proposed to develop financial networks effectively. Compared  with the substantial progress in the development of biological networks, the  research works in financial networks are still at the early developmental  stages. There are two major issues in this area: the measurement of relationship  and selection of relationship. This talk will discuss these two issues and  present some of our most recent progress in this area.