Monash University
Browse

Stock-correlation Networks: Extraction and Optimisation

Download (9.02 MB)
thesis
posted on 2021-12-09, 03:13 authored by SEYED SOHEIL HOSSEINI
In this thesis, we try to come up with new methods and improve upon the previous methods of generating networks that describe the relationships between stocks in the financial market.

History

Campus location

Australia

Principal supervisor

Tianhai Tian

Additional supervisor 1

Nick Wormald

Year of Award

2021

Department, School or Centre

Mathematics

Additional Institution or Organisation

Monash University

Course

Doctor of Philosophy

Degree Type

DOCTORATE

Faculty

Faculty of Science

Usage metrics

    Faculty of Science Theses

    Categories

    Keywords

    Stock-correlation NetworksMetaheuristicsTree OptimisationCluster AnalysisApplied Mathematics not elsewhere classifiedOptimisationApplied Statistics

    Licence

    In Copyright

    Exports

    RefWorks
    BibTeX
    Ref. manager
    Endnote
    DataCite
    NLM
    DC