selectPortfolioCommunity: Select stocks based the community detection info,inside...

In zlfccnu/econophysics: Functions for econophysics

Description

Select stocks based the community detection info,inside community

Usage

selectPortfolioCommunity(
  GRAPH,
  mem = NULL,
  mem_algo = "cluster_infomap_new",
  stock_id = NULL,
  portfolioSize = 4,
  type = c("inside", "inter"),
  central_rule = c("sum", "mean")
)

Arguments

GRAPH	the correlation-based graph
mem	the community membership of the GRAPH, default NULL
mem_algo	the algorithm to perform the community detection
stock_id	the names of the stocks, if the graph is unamed, will be used to name the nodes
portfolioSize	the size of the portfolio, ie., the stocks you want to pick from the graph
type	"inside" means the stocks are all picked from one community with very strong connection, "inter" means the stocks are all picked from different communities
central_rule	the rule use to compare different community by the hybird centrality measure when choose one stocks over another

Value

a vector with stock names or id

zlfccnu/econophysics documentation built on Feb. 23, 2022, 10:22 p.m.