Applying correlation dimension to the analysis of the evolution of network structure

DOI10.1016/J.CHAOS.2019.04.022zbMATH Open1448.91320OpenAlexW2935832772WikidataQ128015947 ScholiaQ128015947MaRDI QIDQ2213631FDOQ2213631

Authors Chun-Xiao Nie

Publication date 2 December 2020

Published in Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.chaos.2019.04.022

zbMATH Keywords

correlation dimensionfinancial marketthreshold networkJaccard distance

Mathematics Subject Classification ID

Small world graphs, complex networks (graph-theoretic aspects) (05C82) Financial networks (including contagion, systemic risk, regulation) (91G45)

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Cites work

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Cited in

(5)

• Generalized correlation dimension and heterogeneity of network spaces
• Fractal structure in the S\&P500: a correlation-based threshold network approach
• Hurst analysis of dynamic networks
• Constructing networks by filtering correlation matrices: a null model approach
• Computing the correlation dimension on a network of workstations

Describes a project that uses

Uses Software

• FANMOD

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