| Article ID: | iaor20072376 |
| Country: | United Kingdom |
| Volume: | 33 |
| Issue: | 11 |
| Start Page Number: | 3171 |
| End Page Number: | 3184 |
| Publication Date: | Nov 2006 |
| Journal: | Computers and Operations Research |
| Authors: | Pardalos Panos M., Butenko Sergiy, Boginski Vladimir |
| Keywords: | statistics: empirical, graphs, datamining |
We consider a network representation of the stock market data referred to as the market graph, which is constructed by calculating cross-correlations between pairs of stocks based on the opening prices data over a certain period of time. We study the evolution of the structural properties of the market graph over time and draw conclusions regarding the dynamics of the stock market development based on the interpretation of the obtained results.