Cluster behavior of a simple model in financial markets

Analyzing and modeling real-world phenomena with complex networks: a survey of applications

“…This means that researchers in this field can perform highly reliable analysis of the evolution of financial markets, thus helping to understand its underlying mechanisms and also allowing the creation of new market models (some network-based models have been proposed [452][453][454], although without direct validation with real-world data). The main approach to create stock networks is the correlation between time series of stock prices.…”

The Riddle of Volatility Clusters

“…According to Cont 2005, the origin of volatility clustering can also be caused by threshold response of investors to news arrivals. Other new research connected to the volatility clustering were done by Jianga, Lia, Caia (2008) or Tsenga Jie Jun, Sai Ping Lia (2011).…”

Research on the relationships of the domestic mutual investment of China based on the cross-shareholding networks of the listed companies

“…Some economists had done some research by using these theories in financial markets such as Mantegna studying the stocks traded in the New York Stock Exchange (NYSE) from 1989 to 1995, and obtained a taxonomy that organizes stocks according to economical activity [7]. Kumar and Sinha investigated the stock price fluctuations in the National Stock Exchange (NSE) of India [8]. Battiston and Rodrigues researched the network of Inter-Regional Direct Investment Stocks across Europe [9], and some scholars have researched the Chinese stock markets and obtained lots of useful results [10][11][12][13].…”