Nonlinear dependencies on Brazilian equity network from mutual information minimum spanning trees

DOI10.1016/J.PHYSA.2019.04.147MaRDI QIDQ2158949zbMATH OpenOpenAlexFDO

Authors A. Q. Barbi, G. A. Prataviera

Publication date 26 July 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1711.06185

zbMATH Keywords

emerging marketsminimal spanning treemutual informationnonlinear dependencestock market network

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A Mathematical Theory of Communication
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• Degree stability of a minimum spanning tree of price return and volatility
• Elements of Information Theory
• Equitability, mutual information, and the maximal information coefficient
• scientific article; zbMATH DE number 4001209 (Why is no real title available?)
• scientific article; zbMATH DE number 824933 (Why is no real title available?)
• Independent coordinates for strange attractors from mutual information.
• Introduction to biological networks
• Multivariate density estimation. Theory, practice, and visualization
• Network science. With Márton Pósfai
• Networks. An introduction.
• On the shortest spanning subtree of a graph and the traveling salesman problem
• Power-law distributions in empirical data
• Relative Entropy Measures of Multivariate Dependence

Cited in

(2)

• Dynamics of network structure in cryptocurrency markets during abrupt changes in Bitcoin price
• Equity trees and graphs via information theory

Describes a project that uses

Uses Software

• poweRlaw
• GetHFData

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