Equity trees and graphs via information theory

DOI10.1140/EPJB/E2009-00419-5zbMATH Open1188.91168OpenAlexW2001963354MaRDI QIDQ977585FDOQ977585

Terry R. J. Bossomaier, Michael Harre

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

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Mathematics Subject Classification ID

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

Cites Work

• Complex networks: structure and dynamics
• Emergence of Scaling in Random Networks
• Title not available (Why is that?)
• Collective dynamics of ‘small-world’ networks
• Exploring complex networks
• Mutual information of Ising systems
• Asset Trees and Asset Graphs in Financial Markets
• Information-based clustering
• Dynamic asset trees and Black Monday

Cited In (1)

• Asset Trees and Asset Graphs in Financial Markets

Uses Software

• Pajek

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