Combining complex networks and data mining: why and how
The increasing power of computer technology does not dispense with the need to extract
meaningful information out of data sets of ever growing size, and indeed typically …
meaningful information out of data sets of ever growing size, and indeed typically …
A review of two decades of correlations, hierarchies, networks and clustering in financial markets
We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …
correlations alongside other interaction networks. The aim of the review is to gather in one …
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
What are the dominant stocks which drive the correlations present among stocks traded in a
stock market? Can a correlation analysis provide an answer to this question? In the past …
stock market? Can a correlation analysis provide an answer to this question? In the past …
Correlation, hierarchies, and networks in financial markets
We discuss some methods to quantitatively investigate the properties of correlation matrices.
Correlation matrices play an important role in portfolio optimization and in several other …
Correlation matrices play an important role in portfolio optimization and in several other …
Statistically validated networks in bipartite complex systems
Many complex systems present an intrinsic bipartite structure where elements of one set link
to elements of the second set. In these complex systems, such as the system of actors and …
to elements of the second set. In these complex systems, such as the system of actors and …
Evolution of worldwide stock markets, correlation structure, and correlation-based graphs
DM Song, M Tumminello, WX Zhou… - Physical Review E …, 2011 - APS
We investigate the daily correlation present among market indices of stock exchanges
located all over the world in the time period January 1996 to July 2009. We discover that the …
located all over the world in the time period January 1996 to July 2009. We discover that the …
Correlation based networks of equity returns sampled at different time horizons
We investigate the planar maximally filtered graphs of the portfolio of the 300 most
capitalized stocks traded at the New York Stock Exchange during the time period 2001 …
capitalized stocks traded at the New York Stock Exchange during the time period 2001 …
Network structure of the Wisconsin Schizotypy Scales–Short Forms: Examining psychometric network filtering approaches
Schizotypy is a multidimensional construct that provides a useful framework for
understanding the etiology, development, and risk for schizophrenia-spectrum disorders …
understanding the etiology, development, and risk for schizophrenia-spectrum disorders …
[PDF][PDF] NetworkToolbox: Methods and Measures for Brain, Cognitive, and Psychometric Network Analysis in R.
AP Christensen - R J., 2018 - files.osf.io
This article introduces the NetworkToolbox package for R. Network analysis offers an
intuitive perspective on complex phenomena via models depicted by nodes (variables) and …
intuitive perspective on complex phenomena via models depicted by nodes (variables) and …
Networks in financial markets based on the mutual information rate
P Fiedor - Physical Review E, 2014 - APS
In the last few years there have been many efforts in econophysics studying how network
theory can facilitate understanding of complex financial markets. These efforts consist mainly …
theory can facilitate understanding of complex financial markets. These efforts consist mainly …