Understanding the Impact of COVID–19 on Global Financial Network Using Graph Based Algorithm: Minimum Spanning Tree Approach
01 mar 2021
O artykule
Data publikacji: 01 mar 2021
Zakres stron: 111 - 123
Otrzymano: 10 cze 2020
Przyjęty: 29 gru 2020
DOI: https://doi.org/10.2478/fcds-2021-0008
Słowa kluczowe
© 2020 Veysel Fuat Hatipoğlu, published by Sciendo
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 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.