Equity trees and graphs via information theory

DOI10.1140/EPJB/E2009-00419-5MaRDI QIDQ977585zbMATHOpenAlexFDO

Authors Michael Harre, Terry R. J. Bossomaier

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://doi.org/10.1140/epjb/e2009-00419-5

Mathematics Subject Classification ID

Statistical methods; economic indices and measures (91B82) Information theory (general) (94A15)

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• scientific article; zbMATH DE number 139612

Cites work

• scientific article; zbMATH DE number 2061729 (Why is no real title available?)
• Asset Trees and Asset Graphs in Financial Markets
• Collective dynamics of `small-world' networks
• Complex networks: structure and dynamics
• Dynamic asset trees and Black Monday
• Emergence of Scaling in Random Networks
• Exploring complex networks
• Information-based clustering
• Mutual information of Ising systems

Cited in

(3)

• Comparative analysis of two similarity measures for the market graph construction
• Asset Trees and Asset Graphs in Financial Markets
• Graph theoretical representations of equity indices and their centrality measures

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Uses Software

• Pajek

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