Modelling financial markets using methods from network theory
This thesis discusses how properties of complex network theory can be used to study financial time series, in particular time series for stocks on the DAX 30. First, we make a comparison between three correlation-based networks: minimum spanning trees; assets graphs and planar maximally filtered gra...
| Main Author: | |
|---|---|
| Published: |
University of Liverpool
2015
|
| Subjects: | |
| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.677524 |