CENTRALITY AND PERIPHERALITY IN FILTERED GRAPHS FROM DYNAMICAL FINANCIAL CORRELATIONS

DOI10.1142/S0219525908002021zbMath1157.91432OpenAlexW2124429923MaRDI QIDQ3618896

F. Pozzi, Tomaso Aste, Tiziana Di Matteo

Publication date: 3 April 2009

Published in: Advances in Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219525908002021

zbMATH Keywords

minimum spanning treeplanar maximally filtered grapheconophysics networksfinancial data correlations

Mathematics Subject Classification ID

Applications of graph theory (05C90) Economic time series analysis (91B84)

Related Items (2)

The multiplex dependency structure of financial markets ⋮ TOPOLOGICAL PROPERTIES OF BANK NETWORKS: THE CASE OF BRAZIL

Cites Work

• Correlation based networks of equity returns sampled at different time horizons
• Dynamic asset trees and Black Monday
• HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE?
• Scale-Free Networks
• A minimum spanning tree algorithm with inverse-Ackermann type complexity
• Glass transition in self-organizing cellular patterns
• Exploring complex networks

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