Non-random topology of stock markets

DOI10.1088/1469-7688/1/3/308zbMath1405.91724OpenAlexW2164721942MaRDI QIDQ4646495

F. Brisbois, X. Tordoir, N. Vandewalle

Publication date: 14 January 2019

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/1469-7688/1/3/308

zbMATH Keywords

minimum spanning treestock price fluctuationstopological distribution

Mathematics Subject Classification ID

Applications of graph theory (05C90) Financial applications of other theories (91G80)

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