Complex network-based time series analys
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Yue Yang; Huijie Yang
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Article
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2008
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Elsevier Science
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English
⚖ 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