Network and eigenvalue analysis of financial transaction networks

DOI10.1140/EPJB/E2009-00255-7zbMath1188.91187OpenAlexW2030499200MaRDI QIDQ977772

C. Puhr, S. W. Schmitz, F. Kyriakopoulos, Stefan Thurner

Publication date: 23 June 2010

Published in: The European Physical Journal B. Condensed Matter and Complex Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1140/epjb/e2009-00255-7

zbMATH Keywords

dynamics of social systemsorganization in complex systems

Mathematics Subject Classification ID

Social networks; opinion dynamics (91D30) Small world graphs, complex networks (graph-theoretic aspects) (05C82) Applications of statistical and quantum mechanics to economics (econophysics) (91B80)

Related Items (6)

Elimination of systemic risk in financial networks by means of a systemic risk transaction tax ⋮ Dynamic evolution of securities market network structure under acute fluctuation circumstances ⋮ Network versus portfolio structure in financial systems ⋮ Network analysis of the e-MID overnight money market: the informational value of different aggregation levels for intrinsic dynamic processes ⋮ GSM: Inductive Learning on Dynamic Graph Embeddings ⋮ The impacts of interest rates on banks' loan portfolio risk-taking

Cites Work

• Unnamed Item
• A network analysis of the Italian overnight money market
• Complex networks: structure and dynamics
• Statistical mechanics of complex networks
• Systemic Risk in Financial Systems
• Risk Assessment for Banking Systems
• Random matrix ensembles of time-lagged correlation matrices: derivation of eigenvalue spectra and analysis of financial time-series

This page was built for publication: Network and eigenvalue analysis of financial transaction networks