Correction: Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods
暂无分享,去创建一个
[1] Francesco Pozzi,et al. Exponential smoothing weighted correlations , 2012 .
[2] K. Pearson. VII. Note on regression and inheritance in the case of two parents , 1895, Proceedings of the Royal Society of London.
[3] Fabrizio Lillo,et al. Community characterization of heterogeneous complex systems , 2010, ArXiv.
[4] J. MacQueen. Some methods for classification and analysis of multivariate observations , 1967 .
[5] David Hinkley,et al. Bootstrap Methods: Another Look at the Jackknife , 2008 .
[6] T. Aste,et al. Multi-scale correlations in different futures markets , 2007, 0707.3321.
[7] G. A. Vijayalakshmi Pai,et al. Evolutionary Optimization of Constrained $k$-Means Clustered Assets for Diversification in Small Portfolios , 2009, IEEE Transactions on Evolutionary Computation.
[8] K. Kaski,et al. Asset Trees and Asset Graphs in Financial Markets , 2003 .
[9] M. Tumminello,et al. Statistically Validated Networks in Bipartite Complex Systems , 2010, PloS one.
[10] Fabrizio Lillo,et al. Spanning Trees and bootstrap Reliability Estimation in Correlation-Based Networks , 2007, Int. J. Bifurc. Chaos.
[11] Stacy Williams,et al. Dynamical clustering of exchange rates , 2009 .
[12] Tiziana di Matteo,et al. Nested hierarchies in planar graphs , 2009, Discret. Appl. Math..
[13] Tiziana di Matteo,et al. Hierarchical Information Clustering by Means of Topologically Embedded Graphs , 2011, PloS one.
[14] M. Kendall. A NEW MEASURE OF RANK CORRELATION , 1938 .
[15] Rosario N. Mantegna,et al. Book Review: An Introduction to Econophysics, Correlations, and Complexity in Finance, N. Rosario, H. Mantegna, and H. E. Stanley, Cambridge University Press, Cambridge, 2000. , 2000 .
[16] Fabrizio Lillo,et al. Sector identification in a set of stock return time series traded at the London Stock Exchange , 2005 .
[17] Santo Fortunato,et al. Community detection in graphs , 2009, ArXiv.
[18] An interest rates cluster analysis , 2004, cond-mat/0401443.
[19] Fabrizio Lillo,et al. Correlation, Hierarchies, and Networks in Financial Markets , 2008, 0809.4615.
[20] T. Di Matteo,et al. Complex networks on hyperbolic surfaces , 2004, cond-mat/0408443.
[21] Fabrizio Lillo,et al. Cluster analysis for portfolio optimization , 2005, physics/0507006.
[22] T. Aste,et al. Dependency structure and scaling properties of financial time series are related , 2013, Scientific Reports.
[23] William T. Shaw,et al. Correlation structure and dynamics in volatile markets , 2010 .
[24] Tomaso Aste,et al. Interest rates hierarchical structure , 2005 .
[25] T. Aste,et al. The use of dynamical networks to detect the hierarchical organization of financial market sectors , 2010 .
[26] Feller William,et al. An Introduction To Probability Theory And Its Applications , 1950 .
[27] A. Rosch. Wilson chains are not thermal reservoirs , 2011, 1110.6514.
[28] Paweł Fiedor,et al. Networks in financial markets based on the mutual information rate. , 2014, Physical review. E, Statistical, nonlinear, and soft matter physics.
[29] T. Aste,et al. Spread of risk across financial markets: better to invest in the peripheries , 2013, Scientific Reports.
[30] HOW DOES THE EURODOLLAR INTEREST RATE BEHAVE , 2001, cond-mat/0101009.
[31] M. Cugmas,et al. On comparing partitions , 2015 .
[32] M Tumminello,et al. A tool for filtering information in complex systems. , 2005, Proceedings of the National Academy of Sciences of the United States of America.
[33] Sang Joon Kim,et al. A Mathematical Theory of Communication , 2006 .
[34] M. K. Tiwari,et al. Clustering Indian stock market data for portfolio management , 2010, Expert Syst. Appl..
[35] F. Lillo,et al. Topology of correlation-based minimal spanning trees in real and model markets. , 2002, Physical review. E, Statistical, nonlinear, and soft matter physics.
[36] T. Aste,et al. Correlation based networks of equity returns sampled at different time horizons , 2007 .
[37] M. Tumminello,et al. Kullback-Leibler distance as a measure of the information filtered from multivariate data. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.
[38] Peter J. Rousseeuw,et al. Clustering by means of medoids , 1987 .
[39] K. Kaski,et al. Dynamic asset trees and Black Monday , 2002, cond-mat/0212037.
[40] Silke Wagner,et al. Comparing Clusterings - An Overview , 2007 .
[41] Matteo Marsili,et al. Emergence of time-horizon invariant correlation structure in financial returns by subtraction of the market mode. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.
[42] R. Cont. Empirical properties of asset returns: stylized facts and statistical issues , 2001 .
[43] Carl T. Bergstrom,et al. Mapping Change in Large Networks , 2008, PloS one.
[44] R. Mantegna. Hierarchical structure in financial markets , 1998, cond-mat/9802256.
[45] Michael R. Anderberg,et al. Cluster Analysis for Applications , 1973 .
[46] Gordon J. Ross,et al. Dynamic multifactor clustering of financial networks. , 2014, Physical review. E, Statistical, nonlinear, and soft matter physics.