ANALYSIS OF THE TIME EVOLUTION OF NON-LINEAR FINANCIAL NETWORKS
We treat financial markets as complex networks. It is commonplace to create a filtered graph (usually a Minimally Spanning Tree) based on an empirical correlation matrix. In our previous studies we have extended this standard methodology by exchanging Pearson’s correlation coefficient with informati...
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| Format: | Article |
| Language: | English |
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Lodz University Press
2015-08-01
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| Series: | Acta Universitatis Lodziensis. Folia Oeconomica |
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| Online Access: | https://czasopisma.uni.lodz.pl/foe/article/view/517 |