Lee, Gan Siew and Djauhari, Maman Abdurachman (2012) Network topology of Indonesian stock market. In: Proceedings - International Conference on Cloud Computing and Social Networking 2012: Cloud Computing and Social Networking for Smart and Productive Society, ICCCSN 2012. IEEE, New York, USA, pp. 1-4. ISBN 978-146731816-7
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Official URL: http://dx.doi.org/10.1109/ICCCSN.2012.6215721
Abstract
This paper proposes a new centrality measure called overall centrality measure that can be used to summarize the important information contained in social network. It is an optimal linear combination of the traditional measures where the optimality criterion is similar to that in principal component analysis. The advantages of this method will be illustrated by using stocks prices in Indonesian Stock Exchange where the relationship among stocks is viewed as social relationship. Some important results will be highlighted.
| Item Type: | Book Section |
|---|---|
| Additional Information: | Indexed by Scopus |
| Uncontrolled Keywords: | centrality measures, econophysics, minimum spanning tree, stock market |
| Subjects: | Q Science > QA Mathematics > QA75 Electronic computers. Computer science |
| Divisions: | Science |
| ID Code: | 35730 |
| Deposited By: | Fazli Masari |
| Deposited On: | 29 Oct 2013 01:08 |
| Last Modified: | 02 Feb 2017 05:46 |
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