报告人：田天海(澳大利亚Monash大学)

邀请人：吴付科

报告时间：2022年7月5日 （星期二）15: 00-16:30  

报告地点：科技楼617室

报告题目：Development of stock relationship networks using mutual information theory

报告摘要：Complex network is a powerful tool to discover important information from various types of big data. Correlation coefficient has been dominantly used to measure the relationship between stock pairs. Information theory is much less discussed for this important topic, though mutual information is able to measure nonlinear pairwise relationship. In this talk we will discuss the application of mutual information theory for the development of stock relationship networks. Using the stock market data in China and Australia, we develop stock relation networks using different orders of part mutual information. We also analyze the connectivity and degree distributions of the generated networks.

报告人简介：田天海，澳大利亚Monash大学数学学院教授，在基因网络和细胞信号传导等生物系统的随机建模，随机动力系统的数值模拟，模型参数估计，和统计分析与计算等方向开展过很多有创新意义的工作，并取得了较多的研究成果。