Analyzing and modeling real-world phenomena with complex networks: a survey of applications
The success of new scientific areas can be assessed by their potential in contributing to new
theoretical approaches and in applications to real-world problems. Complex networks have …
theoretical approaches and in applications to real-world problems. Complex networks have …
Econophysics review: I. Empirical facts
This article and the companion paper aim at reviewing recent empirical and theoretical
developments usually grouped under the term Econophysics. Since the name was coined in …
developments usually grouped under the term Econophysics. Since the name was coined in …
Dynamics of market correlations: Taxonomy and portfolio analysis
The time dependence of the recently introduced minimum spanning tree description of
correlations between stocks, called the “asset tree” has been studied in order to reflect the …
correlations between stocks, called the “asset tree” has been studied in order to reflect the …
Correlation of financial markets in times of crisis
LS Junior, IDP Franca - Physica A: Statistical Mechanics and its …, 2012 - Elsevier
Using the eigenvalues and eigenvectors of correlations matrices of some of the main
financial market indices in the world, we show that high volatility of markets is directly linked …
financial market indices in the world, we show that high volatility of markets is directly linked …
Networks of equities in financial markets
We review the recent approach of correlation based networks of financial equities. We
investigate portfolio of stocks at different time horizons, financial indices and volatility time …
investigate portfolio of stocks at different time horizons, financial indices and volatility time …
Web search queries can predict stock market volumes
We live in a computerized and networked society where many of our actions leave a digital
trace and affect other people's actions. This has lead to the emergence of a new data-driven …
trace and affect other people's actions. This has lead to the emergence of a new data-driven …
Clustering and information in correlation based financial networks
Networks of companies can be constructed by using return correlations. A crucial issue in
this approach is to select the relevant correlations from the correlation matrix. In order to …
this approach is to select the relevant correlations from the correlation matrix. In order to …
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 …
A network approach to portfolio selection
G Peralta, A Zareei - Journal of Empirical Finance, 2016 - Elsevier
In this study, a financial market is conceived as a network where the securities are nodes
and the links account for returns' correlations. We theoretically prove the negative …
and the links account for returns' correlations. We theoretically prove the negative …
The dynamics of economic complexity and the product space over a 42 year period
CA Hidalgo - CID Working Paper Series, 2009 - dash.harvard.edu
How does the productive structure of countries' changes over time? In this paper we explore
this question by combining techniques of networks science with 42 years of trade data and …
this question by combining techniques of networks science with 42 years of trade data and …