Identify and calculate lead lag networks in stock markets [Matlab R2016b]
The original data is placed in the https://github.com/liuchaos03/ssz-szse-stock-data
You can use getdata.m to extract the data from the file and convert it to the format to be calculated
Then the lead lag networks between stocks are calculated by stockfollowers.m
After the calculation of stockfollowers.m, you can use randomatch.m to calculate the randomly generated lead lag networks under the same conditions