Development of stock correlation networks using financial big data


Speaker: Tianhai Tian

Time: 2:30 p.m., April 17th, 2019

Sponsor: No. 301, No. 3 Building, Xuhui Campus


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.