Related papers: Anti-correlation network among China A-shares
The statistical mechanical approach to complex networks is the dominant paradigm in describing natural and societal complex systems. The study of network properties, and their implications on dynamical processes, mostly focus on locally…
Over the last two decades, financial systems have been studied and analysed from the perspective of complex networks, where the nodes and edges in the network represent the various financial components and the strengths of correlations…
The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the fluctuations at different magnitudes have unique…
The study of the topological structure of complex networks has fascinated researchers for several decades, and today we have a fairly good understanding of the types and reoccurring characteristics of many different complex networks.…
Networked structures arise in a wide array of different contexts such as technological and transportation infrastructures, social phenomena, and biological systems. These highly interconnected systems have recently been the focus of a great…
We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE) traded stocks with stocks corresponding to nodes and the links between them added one after the other, according to the strength of the…
We argue that social networks differ from most other types of networks, including technological and biological networks, in two important ways. First, they have non-trivial clustering or network transitivity, and second, they show positive…
I find a topological arrangement of stocks traded in a financial market which has associated a meaningful economic taxonomy. The topological space is a graph connecting the stocks of the portfolio analyzed. The graph is obtained starting…
We study the dynamic evolution of cross-correlations in the Chinese stock market mainly based on the random matrix theory (RMT). The correlation matrices constructed from the return series of 367 A-share stocks traded on the Shanghai Stock…
Futures trading is the core of futures business, and it is considered as one of the typical complex systems. To investigate the complexity of futures trading, we employ the analytical method of complex networks. First, we use real trading…
We follow the main stocks belonging to the New York Stock Exchange and to Nasdaq from 2003 to 2012, through years of normality and of crisis, and study the dynamics of networks built on two measures expressing relations between those…
A statistically principled way of conducting weighted network analysis is still lacking. Comparison of different populations of weighted networks is hard because topology is inherently dependent on wiring cost, where cost is defined as the…
In this article we deal with the problem of portfolio allocation by enhancing network theory tools. We use the dependence structure of the correlations network in constructing some well-known risk-based models in which the estimation of…
The topological structure of complex networks has fascinated researchers for several decades, resulting in the discovery of many universal properties and reoccurring characteristics of different kinds of networks. However, much less is…
The topological structure of complex networks has fascinated researchers for several decades, resulting in the discovery of many universal properties and reoccurring characteristics of different kinds of networks. However, much less is…
Many real world systems can be expressed as complex networks of interconnected nodes. It is frequently important to be able to quantify the relative importance of the various nodes in the network, a task accomplished by defining some…
Several approaches to cognition and intelligence research rely on statistics-based models testing, namely factor analysis. In the present work we exploit the emerging dynamical systems perspective putting the focus on the role of the…
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of asset price changes contain structure that is incompatible…
Finding the important nodes in complex networks by topological structure is of great significance to network invulnerability. Several centrality measures have been proposed recently to evaluate the performance of nodes based on their…
In this study, we have investigated factors of determination which can affect the connected structure of a stock network. The representative index for topological properties of a stock network is the number of links with other stocks. We…