Title :
Network topology of Indonesian stock market
Author :
Lee, Gan Siew ; Djauhari, Maman Abdurachman
Author_Institution :
Dept. of Math. Sci., Univ. Teknol. Malaysia, Skudai, Malaysia
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.
Keywords :
graph theory; network theory (graphs); network topology; pricing; stock markets; Indonesian Stock Exchange; Indonesian stock market; network topology; optimal linear combination; optimality criterion; overall centrality measure; principal component analysis; social network; social relationship; stock prices; Buildings; Correlation; Information filtering; Principal component analysis; Social network services; Stock markets; Centrality measures; econophysics; minimum spanning tree; stock market;
Conference_Titel :
Cloud Computing and Social Networking (ICCCSN), 2012 International Conference on
Conference_Location :
Bandung, West Java
Print_ISBN :
978-1-4673-1815-0
DOI :
10.1109/ICCCSN.2012.6215721