The structure and resilience of financial market networks

DOI10.1063/1.3683467zbMath1331.37144OpenAlexW2060857919WikidataQ39292929 ScholiaQ39292929MaRDI QIDQ2787717

Luciano da Fontoura Costa, Francisco A. Rodrigues, Thomas Kauê dal'Maso Peron

Publication date: 4 March 2016

Published in: Chaos: An Interdisciplinary Journal of Nonlinear Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1063/1.3683467

Mathematics Subject Classification ID

Auctions, bargaining, bidding and selling, and other market models (91B26) Dynamical systems in optimization and economics (37N40)

Related Items (8)

Complex systems: features, similarity and connectivity ⋮ How long the singular value decomposed entropy predicts the stock market? -- Evidence from the Dow Jones industrial average index ⋮ Brazilian network of PhDs working with probability and statistics ⋮ Concentric network symmetry ⋮ Numerical analysis for finite-range multitype stochastic contact financial market dynamic systems ⋮ Financial interbanking networks resilience under shocks propagation ⋮ Self-Organization, Resilience and Robustness of Complex Systems Through an Application to Financial Market from an Agent-Based Approach ⋮ The construction of multilayer stock network model

Cites Work

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• Correlation based networks of equity returns sampled at different time horizons
• Evolutionary formalism for products of positive random matrices
• Dynamic asset trees and Black Monday
• Complex networks: structure and dynamics
• Asset Trees and Asset Graphs in Financial Markets
• Robust Statistics
• Networks

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