Sökning: "Kristina Graf"

Hittade 1 uppsats innehållade orden Kristina Graf.

  1. 1. Clustering in Financial Markets : A Network Theory Approach

    Master-uppsats, KTH/Optimeringslära och systemteori

    Författare :Kristina Sörensen; [2014]
    Nyckelord :Complex networks; cluster analysis; graph partition; market graph; power law graphs; random graphs; Komplexa nätverk; klusteranalys; graf partition; marknadsgrafen; power law grafer; slumpmässiga grafer;

    Sammanfattning : In this thesis we consider graph partition of a particular kind of complex networks referred to as power law graphs. In particular, we focus our analysis on the market graph, constructed from time series of price return on the American stock market. LÄS MER