Characteristics of networks in financial markets

DOI10.1016/J.CPC.2007.02.037zbMath1196.91045OpenAlexW2082184737MaRDI QIDQ710215

Deock-Ho Ha, Kyungsik Kim, Soo Yong Kim

Publication date: 18 October 2010

Published in: Computer Physics Communications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cpc.2007.02.037

zbMATH Keywords

cross-correlationedge densityfinancial networksfrequency of degree

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Financial applications of other theories (91G80)

Related Items (3)

The Euler characteristic as a topological marker for outbreaks in vector-borne disease ⋮ Dynamics of cluster structure in financial correlation matrix ⋮ Analyzing the stock market based on the structure of \textit{kNN} network

Cites Work

• The Structure and Function of Complex Networks

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