The construction of multilayer stock network model

DOI10.1016/J.PHYSA.2020.125608MaRDI QIDQ2072296zbMATH OpenOpenAlexFDO

Authors Wei Chen, Shuai Qu, Manrui Jiang, Cheng Jiang

Publication date 26 January 2022

Published in Physica A (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.physa.2020.125608

zbMATH Keywords

grey relational analysismaximum information coefficientmultilayer networkSpearman's rank correlationstock network

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cites work

• A dynamic network model with persistent links and node-specific latent variables, with an application to the interbank market
• Algorithm for multiplex network generation with shared links
• Clustering of financial time series in risky scenarios
• Detecting novel associations in large data sets
• scientific article; zbMATH DE number 4149885 (Why is no real title available?)
• Multiplex networks of the guarantee market: evidence from China
• On degree-degree correlations in multilayer networks
• The structure and resilience of financial market networks

Cited in

(3)

• Evaluating the criticality of the product development project portfolio network from the perspective of risk propagation
• Passenger travel behavior in urban rail transit based on the networked model
• Dynamics of network structure in cryptocurrency markets during abrupt changes in Bitcoin price

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