Cool stuff! I've had the same idea, bubbling around in my head for a few years, of this sort of financial social-network graph. I suppose the way to exploit this knowledge, would be a mean-reversal strategy within the cluster. However my original idea, was to determine lag-effects, i.e. make this graph directed. E.g. supply-chain shortage has some latency to it.
Cool stuff!
I've had the same idea, bubbling around in my head for a few years, of this sort of financial social-network graph.
I suppose the way to exploit this knowledge, would be a mean-reversal strategy within the cluster.
However my original idea, was to determine lag-effects, i.e. make this graph directed.
E.g. supply-chain shortage has some latency to it.