This script download stock markets history data for specified period. It calcuates Partial correlation matrix, and filter it using threshold. (Based on this: http://journals.plos.org/plosone/article?id=10.1371/journal.pone.0015032) Next, matrix visualised as network and saved in .png
AAYakovlev/PartialCorrelationThresholdNetwork
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Calculates correlation network for stock prices
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