The use of dynamical networks to detect the hierarchical organization of financial market sectors

DOI10.1140/EPJB/E2009-00286-0zbMATH Open1188.91143OpenAlexW2101535480WikidataQ105552745 ScholiaQ105552745MaRDI QIDQ977572FDOQ977572

Authors: F. Pozzi, T. Di Matteo, Tomaso Aste 

Publication date: 22 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://kar.kent.ac.uk/29171/1/use%20of%20dynamic%20networks.pdf

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Mathematics Subject Classification ID

Applications of graph theory (05C90) Programming involving graphs or networks (90C35) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

Cites Work

• Exploring complex networks
• Title not available (Why is that?)
• Scale-Free Networks
• Glass transition in self-organizing cellular patterns
• Correlation based networks of equity returns sampled at different time horizons
• Dynamic asset trees and Black Monday

Cited In (11)

• Nested hierarchies in planar graphs
• Hierarchies in communities of UK stock market from the perspective of Brexit
• Dynamic evolution of economic networks under the influence of mergers and divestitures
• Correlation based networks of equity returns sampled at different time horizons
• Analyzing the stock market based on the structure of \textit{kNN} network
• A memory-based method to select the number of relevant components in principal component analysis
• DYNAMICS AND STRUCTURE OF THE MAIN ITALIAN COMPANIES
• CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS
• The multiplex dependency structure of financial markets
• Dissecting financial markets: sectors and states
• The structural role of weak and strong links in a financial market network

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