Pages that link to "Item:Q977772"
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The following pages link to Network and eigenvalue analysis of financial transaction networks (Q977772):
Displaying 10 items.
- Disentangling bipartite and core-periphery structure in financial networks (Q508321) (← links)
- Fluctuation scaling and covariance matrix of constituents' flows on a bipartite graph empirical analysis with high-frequency financial data based on a Poisson mixture model (Q614551) (← links)
- Dynamic evolution of securities market network structure under acute fluctuation circumstances (Q1687425) (← links)
- The impacts of interest rates on banks' loan portfolio risk-taking (Q2102868) (← links)
- Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes (Q2438069) (← links)
- GSM: Inductive Learning on Dynamic Graph Embeddings (Q3294904) (← links)
- Financial interaction networks inferred from traded volumes (Q3301995) (← links)
- Elimination of systemic risk in financial networks by means of a systemic risk transaction tax (Q4554229) (← links)
- Sensitivity and computational complexity in financial networks (Q4586453) (← links)
- Network versus portfolio structure in financial systems (Q6135176) (← links)
