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

DOI10.1140/EPJB/E2009-00286-0zbMath1188.91143OpenAlexW2101535480WikidataQ105552745 ScholiaQ105552745MaRDI QIDQ977572

F. Pozzi, Tomaso Aste, Tiziana Di Matteo

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

Mathematics Subject Classification ID

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

Related Items (5)

Dynamic evolution of economic networks under the influence of mergers and divestitures ⋮ The multiplex dependency structure of financial markets ⋮ Nested hierarchies in planar graphs ⋮ A memory-based method to select the number of relevant components in principal component analysis ⋮ Analyzing the stock market based on the structure of \textit{kNN} network

Cites Work

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• Correlation based networks of equity returns sampled at different time horizons
• Dynamic asset trees and Black Monday
• Scale-Free Networks
• Glass transition in self-organizing cellular patterns
• Exploring complex networks

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