Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations.

The mesoscopic organization of complex systems, from financial markets to the brain, is an intermediate between the microscopic dynamics of individual units (stocks or neurons, in the mentioned cases), and the macroscopic dynamics of the system as a whole. The organization is determined by "com...

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Bibliographic Details
Main Authors: Assaf Almog, Ferry Besamusca, Mel MacMahon, Diego Garlaschelli
Format: Article
Language:English
Published: Public Library of Science (PLoS) 2015-01-01
Series:PLoS ONE
Online Access:http://europepmc.org/articles/PMC4520598?pdf=render