<abstract xmlns="http://www.w3.org/1999/xhtml">

<p>In this paper effects of COVID–19 pandemic on stock market network are analyzed by an application of operational research with a mathematical approach. For this purpose two minimum spanning trees for each time period namely before and during COVID–19 pandemic are constructed. Dynamic time warping algorithm is used to measure the similarity between each time series of the investigated stock markets. Then, clusters of investigated stock markets are constructed. Numerical values of the topology evaluation for each cluster and time period is computed.</p>
</abstract>

In this paper effects of COVID–19 pandemic on stock market network are analyzed by an application of operational research with a mathematical approach. For this purpose two minimum spanning trees for each time period namely before and during COVID–19 pandemic are constructed. Dynamic time warping algorithm is used to measure the similarity between each time series of the investigated stock markets. Then, clusters of investigated stock markets are constructed. Numerical values of the topology evaluation for each cluster and time period is computed.

Understanding the Impact of COVID–19 on Global Financial Network Using Graph Based Algorithm: Minimum Spanning Tree Approach

Fethiye Faculty of Business Administration

Foundations of Computing and Decision Sciences

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

In this paper effects of COVID–19 pandemic on stock market network are analyzed by an application of operational research with a mathematical approach. For...

Understanding the Impact of COVID–19 on Global Financial Network Using Graph Based Algorithm: Minimum Spanning Tree Approach

Publicado en línea: 01 mar 2021

Páginas: 111 - 123

Recibido: 10 jun 2020

Aceptado: 29 dic 2020

DOI: https://doi.org/10.2478/fcds-2021-0008

Palabras clave
Big data, big data analysis, minimum spanning tree, COVID–19 pandemic, dynamic time warping, stock market

© 2020 Veysel Fuat Hatipoğlu, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Understanding the Impact of COVID–19 on Global Financial Network Using Graph Based Algorithm: Minimum Spanning Tree Approach

Publicado en línea: 01 mar 2021

Páginas: 111 - 123

Recibido: 10 jun 2020

Aceptado: 29 dic 2020

DOI: https://doi.org/10.2478/fcds-2021-0008

Palabras claveBig data, big data analysis, minimum spanning tree, COVID–19 pandemic, dynamic time warping, stock market

© 2020 Veysel Fuat Hatipoğlu, published by Sciendo

This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License.

Palabras clave
Big data, big data analysis, minimum spanning tree, COVID–19 pandemic, dynamic time warping, stock market