Inference and Analysis of Hidden Structures of Financial Networks Using Diffusion Models on Complex Network

Please enable javascript in your browser.

Daneshmand, Mohammad Hadid | 2012

1626 Viewed

Type of Document: M.Sc. Thesis
Language: Farsi
Document No: 45594 (19)
University: Sharif University of Technology
Department: Computer Engineering
Advisor(s): Jalili, Mahdi; Habibi, Jafar
Abstract:
For along time, analysis of financial markets is an interesting topic for mankind. There are different statistical methods to analyze financial time series. In this manuscript, financial markets are analyzed from network view point. Inference of hidden structures between companies of a market is merit information so we introduce different methods to infer
hidden network structure of financial markets. In addition, we will show that dynamic of network structure can provide important information about external sources of influence on financial markets. Actually, we show affect of political events on financial market of Iran. At last, we generalize diffusion concept at financial networks and present a novel
method to infer diffusion network of financial markets with rich theoretical analysis
Keywords:
Financial Networks Inference ; Financial Network ; Diffusion Network Inference ; Inference of Hidden Factors of Financial Markets