使用基于图的算法理解COVID-19对全球金融网络的影响：最小生成树方法

IF 1.8 Q3 COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE

Foundations of Computing and Decision Sciences Pub Date : 2021-03-01 DOI:10.2478/fcds-2021-0008

Veysel Fuat Hatipoğlu

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引用次数: 3

摘要

摘要本文运用运筹学的数学方法分析了新冠肺炎疫情对股市网络的影响。为此，为每个时间段，即2019冠状病毒病大流行之前和期间，构建了两个最小生成树。动态时间扭曲算法用于测量所调查股票市场的每个时间序列之间的相似性。然后，构建了被调查的股票市场集群。计算每个集群和时间段的拓扑评估的数值。

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Understanding the Impact of COVID–19 on Global Financial Network Using Graph Based Algorithm: Minimum Spanning Tree Approach

Abstract In this paper effects of COVID–19 pandemic on stock market network are analyzed by an application of operational research with a mathematical approach. For this purpose two minimum spanning trees for each time period namely before and during COVID–19 pandemic are constructed. Dynamic time warping algorithm is used to measure the similarity between each time series of the investigated stock markets. Then, clusters of investigated stock markets are constructed. Numerical values of the topology evaluation for each cluster and time period is computed.

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来源期刊

Foundations of Computing and Decision Sciences COMPUTER SCIENCE, ARTIFICIAL INTELLIGENCE-

CiteScore

2.20

自引率

9.10%

发文量

审稿时长

29 weeks