Complex network-based time series analys
β
Yue Yang; Huijie Yang
π
Article
π
2008
π
Elsevier Science
π
English
β 684 KB
Recent works show that complex network theory may be a powerful tool in time series analysis. We propose in this paper a reliable procedure for constructing complex networks from the correlation matrix of a time series. An original stock time series, the corresponding return series and its amplitude