Wu, Sen; Tuo, Mengjiao; Xiong, Deying - In: Journal of industrial engineering and management : JIEM 8 (2015) 2, pp. 383-398
, a stock correlation network is built to find the intracommunity and inter-community relationship. Design …/methodology/approach: The stock correlation network is built taking the vertices as stocks and edges as correlation coefficients of logarithm … after transferring the network into un-weighted with different thresholds. Findings: The result of the network community …