报告题目：Development of stock relationship networks using mutual information theory
报告人：田天海（澳大利亚莫纳什大学）
报告时间：2022年6月7日19:30
报告地点：腾讯会议ID:101 616 143
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：
田天海博士2001年博士毕业于澳大利亚昆士兰大学数学系，本科和研究生毕业于华中科技大学数学学院，现为澳大利亚莫纳什大学数学学院教授。田天海博士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，及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。获得过澳大利亚研究基金会的“未来研究员”和“澳大利亚人研究员”等称号。共发表130多篇学术论文，其部分研究成果己发表在高级别的学术刊物上。
