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Building a Web Based Financial Graph of Share Market

EasyChair Preprint no. 2473

5 pagesDate: January 27, 2020


The study aims to inspect the stableness of interactive affinity between search interest of prices of the 
stock and evident stock market outcomes on worldwide equity market indices. This study represents and 
develops former exploration into financial graphs by registering the attributes and magnitudes of graph 
use and embarkment from representational impartiality. Such a paradox could also be derived through 
investor's behavior and degree of disclosure inclusion. The stock-specific network searches for the 
progression of data and equivalent index close values from different countries' stock exchanges are 
collected and analyzed. Previous investigations and studies suggest that graphs are appropriate decision 
support to tasks related to the understanding of statistical information. Moreover, observations show that 
different types of pictorial or graphical information can help or harm the accuracy of decision making of 
accountants and financial analysts. Empirical judgments show global search interests of prices of stock 
coordinates more with developing economies with lesser effects in south Asian stock exchanges apart 
from reinforced connections in western countries.

Keyphrases: Search Trends, stock prices, Web Mining

BibTeX entry
BibTeX does not have the right entry for preprints. This is a hack for producing the correct reference:
  author = {Rithik Sirohi and Riya Deshwal and Shivangi Pathak and Ravinder Kaur},
  title = {Building a Web Based Financial Graph of Share Market},
  howpublished = {EasyChair Preprint no. 2473},

  year = {EasyChair, 2020}}
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