Signal Processing on Networks for Investment Strategies

This was a project done with colleagues on signal processing and networks. The basic Idea is that we want to study momentum of stocks under the assumption that their returns are affected by their ‘neighbors’ in the sector. I will have to admit this project was at its early stages and the raw data set was not optimal, however it was a nice starting ground to get familiar with the ideas of networks. The reference material is cited in the paper and I mainly used 'Networks An Introduction’ by M.E.J Newman for background knowledge. Source not provided due to confidentiality.