Identifying most central companies in the Philippine stock market

Authors

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

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Issue

2017: Proceedings of the 35th Samahang Pisika ng Pilipinas Physics Conference

Opportunities and challenges in physics collaboration and research
7-10 June 2017, Cebu City

Mabuhay! This is our first issue published using PKP's Online Journal Systems (OJS). Full online access to PDF articles is provided to registered Paperview users.

Article ID

SPP-2017-3D-04

Section

Complex Systems and Data Analytics

Published

2017-06-07

How to Cite

[1]

GMG 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://proceedings.spp-online.org/article/view/161.