Equity trees and graphs via information theory
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Publication:977585
DOI10.1140/epjb/e2009-00419-5zbMath1188.91168MaRDI QIDQ977585
Terry Bossomaier, Michael S. Harré
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
Uses Software
Cites Work
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- Dynamic asset trees and Black Monday
- Mutual information of Ising systems
- Complex networks: structure and dynamics
- Emergence of Scaling in Random Networks
- Asset Trees and Asset Graphs in Financial Markets
- Collective dynamics of ‘small-world’ networks
- Exploring complex networks
- Information-based clustering