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Lacasa, L., Luque, B., Ballesteros, F., Luque, J. and Nuno, J.C. (2008) From Time Series to Complex Networks: The Visibility Graph. Proceedings of the National Academy of Sciences, 105, 4972-4795.
https://doi.org/10.1073/pnas.0709247105

has been cited by the following article:

• TITLE: Multidimensional Time Series Analysis of Financial Markets Based on the Complex Network Approach

  AUTHORS: Ying Li, Donghui Yang, Xiaobin Li

  KEYWORDS: Complex Networks, Time Series, Price-Volume Correlations, Multidimensional

  JOURNAL NAME: Journal of Mathematical Finance, Vol.7 No.3, August 23, 2017

  ABSTRACT: In this study, a modeling method to analyze multidimensional time series based on complex networks is proposed. The rate of return sequence of the closing price and the trading volume fluctuation sequence of the Shanghai Composite Index, the Shenzhen Component Index, the S & P 500 index, and the Dow Jones Industrial Average are analyzed. The two-dimensional time series is transformed into a complex network. We analyze the spatial distribution characteristics of the network to determine the relationship between volume and price. It is found that the interaction of stock return and volume in China’ stock market is more obvious than that in the American market.