Clustering and information in correlation based financial networks
暂无分享,去创建一个
[1] M. Stephanov,et al. Random Matrices , 2005, hep-ph/0509286.
[2] K. Kaski,et al. Asset Trees and Asset Graphs in Financial Markets , 2003, cond-mat/0303579.
[3] Sergey N. Dorogovtsev,et al. Evolution of Networks: From Biological Nets to the Internet and WWW (Physics) , 2003 .
[4] K. Kaski,et al. Dynamics of market correlations: taxonomy and portfolio analysis. , 2003, Physical review. E, Statistical, nonlinear, and soft matter physics.
[5] K. Kaski,et al. Dynamic asset trees and Black Monday , 2002, cond-mat/0212037.
[6] I. Jolliffe. Principal Component Analysis , 2002 .
[7] Elaine B. Martin,et al. On principal component analysis in L 1 , 2002 .
[8] K. Kaski,et al. Dynamic asset trees and portfolio analysis , 2002, cond-mat/0208131.
[9] I. Kondor,et al. Noisy Covariance Matrices and Portfolio Optimization II , 2002, cond-mat/0205119.
[10] K. Kaski,et al. Time-dependent cross-correlations between different stock returns: a directed network of influence. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[11] Albert-László Barabási,et al. Statistical mechanics of complex networks , 2001, ArXiv.
[12] F. Lillo,et al. High-frequency cross-correlation in a set of stocks , 2000, cond-mat/0009350.
[13] L. Seco,et al. Principal Component Value at Risk , 2000 .
[14] R. Mantegna,et al. Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions , 2000, cond-mat/0002238.
[15] V. Plerou,et al. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series , 1999, cond-mat/9902283.
[16] J. Bouchaud,et al. Noise Dressing of Financial Correlation Matrices , 1998, cond-mat/9810255.
[17] R. Mantegna. Hierarchical structure in financial markets , 1998, cond-mat/9802256.
[18] J. Rosser. Book review: The economy as an evolving complex system II, edited by W. Brian Arthur, Steven N. Durlauf, and David A. Lane , 1999 .
[19] R. Barate,et al. Search for charginos and neutralinos in e , 1999 .