Identifying most central companies in the Philippine stock market

  • Gilbert Michael G Chua National Institute of the Philippines, University of the Philippines Diliman
  • Gabriel Sison National Institute of the Philippines, University of the Philippines Diliman
  • Giovanni Tapang National Institute of the Philippines, University of the Philippines Diliman

Abstract

Characterizing the structure within the stock market could prove useful and profitable. A step in probing this underlying structure is to determine the most central companies. We found the most central companies for different time windows by varying the number of company stock prices observed and lumping together the rest. It was found that the 3-month, and 1-month time windows give the most consistent results in terms of the number and composition of central companies. This shows that relationships and predictions based on stock market price comparisons is more significant in these time windows as opposed to shorter or longer ones.

Published
2017-06-07
How to Cite
[1]
G. Chua, G. Sison, and G. Tapang. Identifying most central companies in the Philippine stock market, Proceedings of the Samahang Pisika ng Pilipinas 35, SPP-2017-3D-04 (2017). URL: https://paperview.spp-online.org/proceedings/article/view/161.
Section
Complex Systems and Data Analytics