Incorporating textual network improves Chinese stock market analysis
نویسندگان
چکیده
منابع مشابه
Analysis of network clustering behavior of the Chinese stock market
Random Matrix Theory (RMT) and the decomposition of correlation matrix method are employed to analyze spatial structure of stocks interactions and collective behavior in the Shanghai and Shenzhen stock markets in China. The result shows that there exists prominent sector structures, with subsectors including the Real Estate (RE), Commercial Banks (CB), Pharmaceuticals (PH), Distillers&Vintners ...
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ژورنال
عنوان ژورنال: Scientific Reports
سال: 2020
ISSN: 2045-2322
DOI: 10.1038/s41598-020-77823-3