Abstract
A stock market is a complex system consisting of many interacting agents. We consider recent progress with complex networks constructed from cross-correlation of financial time series in the stock market. We review some methods and discuss the challenges in generating such complex networks that have a reasonable threshold.
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APA
Park, J., Cho, C. H., & Lee, J. W. (2022). A perspective on complex networks in the stock market. Frontiers in Physics, 10. https://doi.org/10.3389/fphy.2022.1097489
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