Using Complex Networks to Uncover Interaction in Stock Markets

Abdulrahman Alossaimy

Research output: ThesisDoctoral Thesis

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Abstract

We introduced a variety of complex network models to study a stock market. We observe a change in the complex network structure and properties to detect the influence of financial crises on the stock market. The scale-free complex network model was introduced and used to detect the sectors of the stock market utilising the community structure. The same sign of the volatility method was introduced to identify the connection between the nodes of a weighted network. The complex network shows a capacity to clearly detect the response of stock markets to political events (Brexit and the 2016 US elections) and examine the propagation of these crises.
Original languageEnglish
QualificationDoctor of Philosophy
Awarding Institution
  • The University of Western Australia
Supervisors/Advisors
  • Stemler, Thomas, Supervisor
  • Small, Michael, Supervisor
Award date14 Oct 2019
DOIs
Publication statusUnpublished - 2019

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