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

Veysel Fuat Hatipoğlu

doi:10.2478/fcds-2021-0008

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

Foundations of Computing and Decision Sciences

Volume 46 (2021): Issue 1 (March 2021)

By: Veysel Fuat Hatipoğlu

Open Access

|Mar 2021

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.

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Articles in this issue

DOI: https://doi.org/10.2478/fcds-2021-0008 | Journal eISSN: 2300-3405 | Journal ISSN: 0867-6356

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Language: English

Page range: 111 - 123

Submitted on: Jun 10, 2020

Accepted on: Dec 29, 2020

Published on: Mar 1, 2021

Published by: Poznan University of Technology

In partnership with: Paradigm Publishing Services

Publication frequency: 4 issues per year

Keywords:

Big data,

big data analysis,

minimum spanning tree,

COVID–19 pandemic,

dynamic time warping,

stock market

Related subjects:

Computer sciences,

Artificial intelligence,

Software development

© 2021 Veysel Fuat Hatipoğlu, published by Poznan University of Technology
This work is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 License.

Volume 46 (2021): Issue 1 (March 2021)