Summary: | 碩士 === 國立虎尾科技大學 === 資訊管理系碩士班 === 104 === The existence of time series regulatory correlation among actors of a social network has not been investigated in depth in previous social network analyses. Such information is actually valuable to social network analyzers, especially about the correlation of stock prices within a supply chain. Our study, therefore, aims to visualize the social network graph in stock markets. In the massive social network composed of companies, the rise and fall of their stock index are temporally correlated. We use Pearson correlation coefficient to calculate the association of two companies’ stock prices and obtain positive or negative correlation. Then we measure if there is time delay between them with Dynamic Time Warping, and thereby determine the existence of a regulatory relationship between any two actors of a social network.
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