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Analysis of global stock index data during crisis period via complex network approach.

ABSTRACT: Considerable research has been done on the complex stock market, however, there is very little systematic work on the impact of crisis on global stock markets. For filling in these gaps, we propose a complex network method, which analyzes the effects of the 2008 global financial crisis on global main stock index from 2005 to 2010. Firstly, we construct three weighted networks. The physics-derived technique of minimum spanning tree is utilized to investigate the networks of three stages. Regional clustering is found in each network. Secondly, we construct three average threshold networks and find the small-world property in the network before and during the crisis. Finally, the dynamical change of the network community structure is deeply analyzed with different threshold. The result indicates that for large thresholds, the network before and after the crisis has a significant community structure. Though this analysis, it would be helpful to investors for making decisions regarding their portfolios or to regulators for monitoring the key nodes to ensure the overall stability of the global stock market.

SUBMITTER: Li B

PROVIDER: S-EPMC6051609 | biostudies-literature | 2018

REPOSITORIES: biostudies-literature

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Analysis of global stock index data during crisis period via complex network approach.

Li Bentian B Pi Dechang D

PloS one 20180718 7

Considerable research has been done on the complex stock market, however, there is very little systematic work on the impact of crisis on global stock markets. For filling in these gaps, we propose a complex network method, which analyzes the effects of the 2008 global financial crisis on global main stock index from 2005 to 2010. Firstly, we construct three weighted networks. The physics-derived technique of minimum spanning tree is utilized to investigate the networks of three stages. Regional ...[more]

PMID: 30020981

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Project description:BACKGROUND: Phenotypically similar diseases have been found to be caused by functionally related genes, suggesting a modular organization of the genetic landscape of human diseases that mirrors the modularity observed in biological interaction networks. Protein complexes, as molecular machines that integrate multiple gene products to perform biological functions, express the underlying modular organization of protein-protein interaction networks. As such, protein complexes can be useful for interrogating the networks of phenome and interactome to elucidate gene-phenotype associations of diseases. METHODOLOGY/PRINCIPAL FINDINGS: We proposed a technique called RWPCN (Random Walker on Protein Complex Network) for predicting and prioritizing disease genes. The basis of RWPCN is a protein complex network constructed using existing human protein complexes and protein interaction network. To prioritize candidate disease genes for the query disease phenotypes, we compute the associations between the protein complexes and the query phenotypes in their respective protein complex and phenotype networks. We tested RWPCN on predicting gene-phenotype associations using leave-one-out cross-validation; our method was observed to outperform existing approaches. We also applied RWPCN to predict novel disease genes for two representative diseases, namely, Breast Cancer and Diabetes. CONCLUSIONS/SIGNIFICANCE: Guilt-by-association prediction and prioritization of disease genes can be enhanced by fully exploiting the underlying modular organizations of both the disease phenome and the protein interactome. Our RWPCN uses a novel protein complex network as a basis for interrogating the human phenome-interactome network. As the protein complex network can capture the underlying modularity in the biological interaction networks better than simple protein interaction networks, RWPCN was found to be able to detect and prioritize disease genes better than traditional approaches that used only protein-phenotype associations.

Dataset Information

Analysis of global stock index data during crisis period via complex network approach.

Publications

Analysis of global stock index data during crisis period via complex network approach.

Similar Datasets

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