Explaining Indian Stock Market through Geometry of Scale free Networks

arXiv:2404.04710v1 Announce Type: cross
Abstract: This paper presents an analysis of the Indian stock market using a method based on embedding the network in a hyperbolic space using Machine learning techniques. We claim novelty on four counts. First, it is demonstrated that the hyperbolic clusters resemble the topological network communities more closely than the Euclidean clusters. Second, we are able to clearly distinguish between periods of market stability and volatility through a statistical analysis of hyperbolic distance and hyperbolic shortest …

abstract analysis arxiv claim communities cs.lg embedding free geometry indian machine machine learning machine learning techniques market network networks paper physics.soc-ph q-fin.st resemble scale space stock through type