Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach
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DOI: 10.1016/j.chaos.2016.02.027
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- Federico Musciotto & Luca Marotta & Salvatore Miccich`e & Jyrki Piilo & Rosario N. Mantegna, 2015. "Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach," Papers 1511.06873, arXiv.org.
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Cited by:
- Duarte Queirós, Sílvio M. & Anteneodo, Celia, 2016. "Complexity in quantitative finance and economics," Chaos, Solitons & Fractals, Elsevier, vol. 88(C), pages 1-2.
- Margarita Baltakienė & Kęstutis Baltakys & Juho Kanniainen & Dino Pedreschi & Fabrizio Lillo, 2019. "Clusters of investors around initial public offering," Palgrave Communications, Palgrave Macmillan, vol. 5(1), pages 1-14, December.
- Frank Emmert-Streib & Aliyu Musa & Kestutis Baltakys & Juho Kanniainen & Shailesh Tripathi & Olli Yli-Harja & Herbert Jodlbauer & Matthias Dehmer, 2017. "Computational Analysis of the structural properties of Economic and Financial Networks," Papers 1710.04455, arXiv.org.
- Wojciech Wisniewski & Yuri Kalnishkan & David Lindsay & Si^an Lindsay, 2024. "Temporal distribution of clusters of investors and their application in prediction with expert advice," Papers 2406.19403, arXiv.org.
- Bongiorno, Christian & Miccichè, Salvatore & Mantegna, Rosario N., 2022.
"Statistically validated hierarchical clustering: Nested partitions in hierarchical trees,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 593(C).
- Christian Bongiorno & Salvatore Miccichè & Rosario N Mantegna, 2022. "Statistically validated hierarchical clustering: Nested partitions in hierarchical trees," Post-Print hal-02157744, HAL.
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Keywords
Econophysics; Correlation-based networks; Statistically validated networks; Individual investors;All these keywords.
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