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

• Autorzy: Hatipoğlu Veysel Fuat

Identyfikatory

DOI

10.2478/fcds-2021-0008

• Języki publikacji: EN

Abstrakty

EN

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.

Słowa kluczowe

EN

big data; big data analysis; minimum spanning tree; COVID-19 pandemic; dynamic time warping; stock market

• Wydawca: Wydawnictwo Politechniki Poznańskiej
• Czasopismo: Foundations of Computing and Decision Sciences
• Rocznik: 2021
• Tom: Vol. 46, No. 1
• Strony: 111--123
• Opis fizyczny: Bibliogr. 35 poz.

Twórcy

autor

Hatipoğlu Veysel Fuat

• Fethiye Faculty of Business Administration, Muğla Sıtkı Koçman University, Muğla, Turkey

Bibliografia

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Uwagi

Opracowanie rekordu ze środków MNiSW, umowa Nr 461252 w ramach programu "Społeczna odpowiedzialność nauki" - moduł: Popularyzacja nauki i promocja sportu (2021).