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A Stock Market Filtering Model Based on Minimum Spanning Tree in Financial Networks

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Academic year: 2020

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Figure

Figure 1: Schematic process of the proposed stock market filtering model
Figure 2: The MST for NYSE Market Network; dangling ends are colored (obtained from Gephi 0.8.2 software)
Figure 3: The fluctuations of return for companies Alcoa and eBay Inc from NYSE for 2750 days.
Table 1

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