A Byte of my 2.2-lb Brain

Just sharing stuff…

Building Financial Networks

I have been receiving requests to release the Python code I wrote to produce the financial network discussed in my previous post titled PSE Correlation-Based Network. Well, here it is! 🙂

August 24, 2016 · 1 Comment

PSE Correlation-Based Network

In this blog post, I explore the use of networks (minimum spanning trees), as presented by Bonanno et al. in 2003, to quantify relationships of assets listed in the Philippine Stock Exchange.

August 16, 2016 · 2 Comments