Distance Correlation Market Graph: The Case of S&P500 Stocks
This study investigates the use of a novel market graph model for equity markets. Our graph model is built on distance correlation instead of the traditional Pearson correlation. We apply it to the study of S&P500 stocks from January 2015 to December 2022. We also compare our market graphs to th...
Main Authors: | Samuel Ugwu, Pierre Miasnikof, Yuri Lawryshyn |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2023-09-01
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Series: | Mathematics |
Subjects: | |
Online Access: | https://www.mdpi.com/2227-7390/11/18/3832 |
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