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Analysis of Russian Industries in the Stock Market

  • Nina N. LozgachevaEmail author
  • Alexander P. Koldanov
Conference paper
Part of the Springer Proceedings in Mathematics & Statistics book series (PROMS, volume 104)

Abstract

Analysis of industries in the stock market using graph theoretic model is performed. It is shown that in the Russian stock market there are some big industries which form sets that do not have any connection between each other and can be called clusters. The result is obtained not only by conventional approach to analyse the stock markets such as studying histograms, finding cliques and independent sets, but also by a more detailed investigation which is related, in particular, with the degrees of vertices. This analysis could provide division of the market to some sets of stocks which constitute industries in the stock market.

Notes

Acknowledgements

The authors are partially supported by LATNA Laboratory, NRU HSE, RF Government Grant N. 11.G34.31.0057 and RFFI Grant 14-01-00807.

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Copyright information

© Springer International Publishing Switzerland 2014

Authors and Affiliations

  1. 1.LATNA LaboratoryNational Research University Higher School of EconomicsNizhny NovgorodRussia

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