Performed network analysis on stock market data from 2008,2019 and 2020 data for 30 stock indices.
Used Granger Causality to create a directed weighted network of the stock indices.
Categorized and analyzed indices as Developed, Emerging and Frontier markets.
Used maximum spanning trees (Edmonds Algorithm), PageRank and Spectral Clustering to perform analysis. Identified hub nodes, influential nodes and contagion as a domino effect.
Community detection used to understand trade relations and the impact of COVID-9 on global trade.