The structure and resilience of financial market networks

DOI10.1063/1.3683467MaRDI QIDQ2787717zbMATH OpenOpenAlexWikidataFDO

Authors Thomas Kauê Dal'Maso Peron, Luciano Da Fontoura Costa, Francisco A. Rodrigues

Publication date 4 March 2016

Published in Chaos (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1063/1.3683467

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamical systems in optimization and economics (37N40)

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Cites work

• scientific article; zbMATH DE number 3227613 (Why is no real title available?)
• Asset Trees and Asset Graphs in Financial Markets
• Complex networks: structure and dynamics
• Correlation based networks of equity returns sampled at different time horizons
• Dynamic asset trees and Black Monday
• Evolutionary formalism for products of positive random matrices
• Introduction to linear regression analysis.
• Networks. An introduction.
• Robust Statistics

Cited in

(32)

• Financial interbanking networks resilience under shocks propagation
• Fractal structure in the S\&P500: a correlation-based threshold network approach
• Robustness of sign correlation in market network analysis
• Emergence of complexity in financial networks
• The structural role of weak and strong links in a financial market network
• Resilience to the financial crisis in customer-supplier networks
• Cluster formation and evolution in networks of financial market indices
• STRUCTURALLY DYNAMIC SPIN MARKET NETWORKS
• Dynamic evolution of securities market network structure under acute fluctuation circumstances
• Complex systems: features, similarity and connectivity
• Structure characteristics of the international stock market complex network in the perspective of whole and part
• The use of dynamical networks to detect the hierarchical organization of financial market sectors
• How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index
• Brazilian network of PhDs working with probability and statistics
• Network topology of an experimental futures exchange
• Sensitivity and computational complexity in financial networks
• Brexit news propagation in financial systems: multidimensional visibility networks for market volatility dynamics
• Dynamic integration and network structure of the EMU sovereign bond markets
• Financial interaction networks inferred from traded volumes
• Change-point analysis in financial networks
• scientific article; zbMATH DE number 6497102 (Why is no real title available?)
• Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems
• Emergence of statistically validated financial intraday lead-lag relationships
• Cliometrics of world stock markets evolving networks
• The construction of multilayer stock network model
• Self-organization, resilience and robustness of complex systems through an application to financial market from an agent-based approach
• Disentangling bipartite and core-periphery structure in financial networks
• Structure and dynamics of the global financial network
• Concentric network symmetry
• Networks of causal relationships in the U.S. stock market
• Scale-free properties of financial markets
• Markets as ecological networks: inferring interactions and identifying communities

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