DC Field | Value | Language |
---|---|---|
dc.contributor.author | Min, Seungsik | ko |
dc.contributor.author | Lim, Kyuseong | ko |
dc.contributor.author | Chang, Ki-Ho | ko |
dc.contributor.author | Park, Il-Hwan | ko |
dc.contributor.author | Kim, Kyungsik | ko |
dc.date.accessioned | 2016-11-09T05:43:47Z | - |
dc.date.available | 2016-11-09T05:43:47Z | - |
dc.date.created | 2016-10-19 | - |
dc.date.created | 2016-10-19 | - |
dc.date.issued | 2016-06 | - |
dc.identifier.citation | FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY, v.24, no.2, pp.1650016 | - |
dc.identifier.issn | 0218-348X | - |
dc.identifier.uri | http://hdl.handle.net/10203/213829 | - |
dc.description.abstract | In this paper, the network metrics are studied in a time series of the KOSPI and the KOSDAQ indices converting by the visibility graph algorithm. The degree distributions for the KOSPI and the KOSDAQ are proportional to a power law rather than the Poisson distribution. Since we mainly simulate and analyze the network metrics from the nodes and its links, our result cannot be found unambiguously to have universal and characteristic properties of statistical quantities via financial networks. Particularly, these topological properties may improve by implementing the statistical method and its technique from altered data of financial networks | - |
dc.language | English | - |
dc.publisher | WORLD SCIENTIFIC PUBL CO PTE LTD | - |
dc.subject | TIME-SERIES | - |
dc.subject | COMPLEX-NETWORK | - |
dc.subject | STOCK-MARKET | - |
dc.subject | BEHAVIOR | - |
dc.subject | GRAPH | - |
dc.subject | TURBULENCE | - |
dc.subject | INDEX | - |
dc.title | DYNAMICAL ANALYSES USING VISIBILITIES IN FINANCIAL MARKETS | - |
dc.type | Article | - |
dc.identifier.wosid | 000383906400005 | - |
dc.identifier.scopusid | 2-s2.0-84979472038 | - |
dc.type.rims | ART | - |
dc.citation.volume | 24 | - |
dc.citation.issue | 2 | - |
dc.citation.beginningpage | 1650016 | - |
dc.citation.publicationname | FRACTALS-COMPLEX GEOMETRY PATTERNS AND SCALING IN NATURE AND SOCIETY | - |
dc.identifier.doi | 10.1142/S0218348X1650016X | - |
dc.contributor.nonIdAuthor | Min, Seungsik | - |
dc.contributor.nonIdAuthor | Chang, Ki-Ho | - |
dc.contributor.nonIdAuthor | Park, Il-Hwan | - |
dc.contributor.nonIdAuthor | Kim, Kyungsik | - |
dc.type.journalArticle | Article | - |
dc.subject.keywordAuthor | Visibility Graph | - |
dc.subject.keywordAuthor | KOSPI | - |
dc.subject.keywordAuthor | KOSDAQ | - |
dc.subject.keywordAuthor | Global Efficiency | - |
dc.subject.keywordAuthor | Modularity | - |
dc.subject.keywordAuthor | Assortative Coefficient | - |
dc.subject.keywordPlus | TIME-SERIES | - |
dc.subject.keywordPlus | COMPLEX-NETWORK | - |
dc.subject.keywordPlus | STOCK-MARKET | - |
dc.subject.keywordPlus | BEHAVIOR | - |
dc.subject.keywordPlus | GRAPH | - |
dc.subject.keywordPlus | TURBULENCE | - |
dc.subject.keywordPlus | INDEX | - |
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