Applying correlation dimension to the analysis of the evolution of network structure

DOI10.1016/j.chaos.2019.04.022zbMath1448.91320OpenAlexW2935832772WikidataQ128015947 ScholiaQ128015947MaRDI QIDQ2213631

Chun-Xiao Nie

Publication date: 2 December 2020

Published in: Chaos, Solitons and Fractals (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.chaos.2019.04.022

zbMATH Keywords

correlation dimensionfinancial marketthreshold networkJaccard distance

Mathematics Subject Classification ID

Small world graphs, complex networks (graph-theoretic aspects) (05C82) Financial networks (including contagion, systemic risk, regulation) (91G45)

Related Items (2)

Fractal structure in the S\&P500: a correlation-based threshold network approach ⋮ Generalized correlation dimension and heterogeneity of network spaces

Uses Software

• FANMOD

Cites Work

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