Complex Network Model of Global Financial Time Series Based on Different Distance Functions

doi:10.3390/math12142210

	Complex Network Model of Global Financial Time Series Based on Different Distance Functions
	Wang, Zhen 1; Ning, Jicai2 ; Gao, Meng1
发表期刊	MATHEMATICS
	2024-07-01
卷号	12 期号:14 页码:14
关键词	complex networks time series distance function Hamming distance similarity hierarchical clustering global financial markets
DOI	10.3390/math12142210
通讯作者	Gao, Meng([email protected])
英文摘要	By constructing a complex network model grounded in time series analysis, this study delves into the intricate relationships between the stock markets of 18 countries worldwide. Utilizing 31 distinct time series distance functions to formulate the network, we employ Hamming distance to quantify the resemblance between networks derived from different distance functions. By modulating the network density through distance percentiles (p=0.1, 0.3, 0.5), we demonstrate the similarity of various distance functions across multiple density levels. Our findings reveal that certain distance functions exhibit high degrees of similarity across varying network densities, suggesting their potential for mutual substitution in network construction. Furthermore, the centroid network identified via hierarchical cluster analysis highlights the similarities between the stock markets of different nations, mirroring the intricate interconnections within the global financial landscape. The insights gained from this study offer crucial perspectives for comprehending the intricate network structure of global financial time series data, paving the way for further analysis and prediction of global financial market dynamics.
资助机构	Key Program of Shandong Natural Science Foundation
收录类别	SCI
语种	英语
关键词[WOS]	INDEX
研究领域[WOS]	Mathematics
WOS记录号	WOS:001277114200001
引用统计
文献类型	期刊论文
条目标识符	http://ir.yic.ac.cn/handle/133337/35673
专题	中国科学院海岸带环境过程与生态修复重点实验室中国科学院海岸带环境过程与生态修复重点实验室_海岸带信息集成与战略规划研究中心
通讯作者	Gao, Meng
作者单位	1.Yantai Univ, Sch Math & Informat Sci, 30 Qingquan Rd, Yantai 264005, Peoples R China 2.Chinese Acad Sci, Yantai Inst Coastal Zone Res, 17 Chunhui Rd, Yantai 264003, Peoples R China
推荐引用方式 GB/T 7714	Wang, Zhen,Ning, Jicai,Gao, Meng. Complex Network Model of Global Financial Time Series Based on Different Distance Functions[J]. MATHEMATICS,2024,12(14):14.
APA	Wang, Zhen,Ning, Jicai,&Gao, Meng.(2024).Complex Network Model of Global Financial Time Series Based on Different Distance Functions.MATHEMATICS,12(14),14.
MLA	Wang, Zhen,et al."Complex Network Model of Global Financial Time Series Based on Different Distance Functions".MATHEMATICS 12.14(2024):14.