Topological structures in the equities market network

DOI10.1073/pnas.0802806106zbMath1202.91287arXiv0805.3470OpenAlexW2151760577WikidataQ46143000 ScholiaQ46143000MaRDI QIDQ3066178

Daniel N. Rockmore, Scott D. Pauls, Robert Savell, Gregory Leibon

Publication date: 9 January 2011

Published in: Proceedings of the National Academy of Sciences (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0805.3470

zbMATH Keywords

dimension reductioncluster analysiscomplex systemsmultiscaleDelaunay decomposition

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Social networks; opinion dynamics (91D30) Financial applications of other theories (91G80)

Cites Work

• Institutional Investors and Equity Prices
• A theory for multiresolution signal decomposition: the wavelet representation
• Multiscale Representations for Manifold-Valued Data

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