Abstract:

In our research we form a network which is called a market graph. The network is constructed quite similar to social networks or co-citation networks. Each company is a node and the positive significant correlation between assets of the two companies establishes a link between them. A matrix containing links between pairs of companies is created for network analysis of companies whose shares are traded on financial markets of the USA. It was shown that distribution of degrees and clustering coefficient for our network follows the power law. Market data have been employed to constructed graph, and C++ has been used for network analysis as well as network visualization.

Keywords: network analysis, market graph, degree distribution, maximum clique