Complex networks on hyperbolic surfaces
Author
Abstract
Suggested Citation
DOI: 10.1016/j.physa.2004.08.045
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Christian Bongiorno & Damien Challet, 2020.
"Nonparametric sign prediction of high-dimensional correlation matrix coefficients,"
Papers
2001.11214, arXiv.org.
- Christian Bongiorno & Damien Challet, 2021. "Nonparametric sign prediction of high-dimensional correlation matrix coefficients," Post-Print hal-02335586, HAL.
- Qu, Junyi & Liu, Ying & Tang, Ming & Guan, Shuguang, 2022. "Identification of the most influential stocks in financial networks," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).
- Anshul Verma & Orazio Angelini & Tiziana Di Matteo, 2019. "A new set of cluster driven composite development indicators," Papers 1911.11226, arXiv.org, revised Mar 2020.
- Musmeci, Nicoló & Aste, Tomaso & Di Matteo, T., 2015. "Relation between financial market structure and the real economy: comparison between clustering methods," LSE Research Online Documents on Economics 61644, London School of Economics and Political Science, LSE Library.
- Nicol'o Musmeci & Tomaso Aste & Tiziana Di Matteo, 2016. "What does past correlation structure tell us about the future? An answer from network filtering," Papers 1605.08908, arXiv.org.
- Nicol'o Musmeci & Tomaso Aste & Tiziana Di Matteo, 2014. "Risk diversification: a study of persistence with a filtered correlation-network approach," Papers 1410.5621, arXiv.org.
- Xue Guo & Hu Zhang & Tianhai Tian, 2018. "Development of stock correlation networks using mutual information and financial big data," PLOS ONE, Public Library of Science, vol. 13(4), pages 1-16, April.
- Nicoló Musmeci & Tomaso Aste & T Di Matteo, 2015. "Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods," PLOS ONE, Public Library of Science, vol. 10(3), pages 1-24, March.
- Musmeci, Nicoló & Nicosia, Vincenzo & Aste, Tomaso & Di Matteo, Tiziana & Latora, Vito, 2017. "The multiplex dependency structure of financial markets," LSE Research Online Documents on Economics 85337, London School of Economics and Political Science, LSE Library.
- Antonio Briola & Tomaso Aste, 2022. "Dependency structures in cryptocurrency market from high to low frequency," Papers 2206.03386, arXiv.org, revised Dec 2022.
- Akgüller, Ömer & Balcı, Mehmet Ali, 2018. "Geodetic convex boundary curvatures of the communities in stock market networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 505(C), pages 569-581.
- Nicolo Musmeci & Tomaso Aste & Tiziana Di Matteo, 2014. "Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods," Papers 1406.0496, arXiv.org, revised Jan 2015.
- Ren, Yinghua & Zhao, Wanru & You, Wanhai & Zhai, Kaikai, 2021. "Multiscale and partial correlation networks analysis of risk connectedness in global equity markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 573(C).
- Peter Sinka & Peter J. Zeitsch, 2022. "Hedge Effectiveness of the Credit Default Swap Indices: a Spectral Decomposition and Network Topology Analysis," Computational Economics, Springer;Society for Computational Economics, vol. 60(4), pages 1375-1412, December.
- Gang-Jin Wang & Chi Xie & Shou Chen, 2017. "Multiscale correlation networks analysis of the US stock market: a wavelet analysis," Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 12(3), pages 561-594, October.
- M. Raddant & T. Di Matteo, 2023.
"A look at financial dependencies by means of econophysics and financial economics,"
Journal of Economic Interaction and Coordination, Springer;Society for Economic Science with Heterogeneous Interacting Agents, vol. 18(4), pages 701-734, October.
- M. Raddant & T. Di Matteo, 2023. "A Look at Financial Dependencies by Means of Econophysics and Financial Economics," Papers 2302.08208, arXiv.org.
- Vishwas Kukreti & Hirdesh K. Pharasi & Priya Gupta & Sunil Kumar, 2020. "A perspective on correlation-based financial networks and entropy measures," Papers 2004.09448, arXiv.org.
- Giuseppe Brandi & T. Di Matteo, 2020. "A new multilayer network construction via Tensor learning," Papers 2004.05367, arXiv.org.
- Tomaso Aste & Ruggero Gramatica & T. Di Matteo, 2011. "Exploring complex networks via topological embedding on surfaces," Papers 1107.3456, arXiv.org, revised Aug 2012.
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2019.
"Latent factor models for credit scoring in P2P systems,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 522(C), pages 112-121.
- Ahelegbey, Daniel Felix & Giudici, Paolo & Hadji-Misheva, Branka, 2018. "Latent Factor Models for Credit Scoring in P2P Systems," MPRA Paper 92636, University Library of Munich, Germany, revised 11 Oct 2018.
- Nicolò Musmeci & Vincenzo Nicosia & Tomaso Aste & Tiziana Di Matteo & Vito Latora, 2017. "The Multiplex Dependency Structure of Financial Markets," Complexity, Hindawi, vol. 2017, pages 1-13, September.
- Sudarshan Kumar & Tiziana Di Matteo & Anindya S. Chakrabarti, 2020. "Disentangling shock diffusion on complex networks: Identification through graph planarity," Papers 2001.01518, arXiv.org.
- Arnav Hiray & Pratvi Shah & Vishwa Shah & Agam Shah & Sudheer Chava & Mukesh Tiwari, 2023. "Shifting Cryptocurrency Influence: A High-Resolution Network Analysis of Market Leaders," Papers 2307.16874, arXiv.org, revised Jan 2024.
- Tomaso Aste & T. Di Matteo, 2017. "Sparse Causality Network Retrieval from Short Time Series," Complexity, Hindawi, vol. 2017, pages 1-13, November.
- Vidal-Tomás, David & Briola, Antonio & Aste, Tomaso, 2023. "FTX's downfall and Binance's consolidation: the fragility of centralised digital finance," LSE Research Online Documents on Economics 119902, London School of Economics and Political Science, LSE Library.
More about this item
Keywords
Networks; Complex systems; Hyperbolic graphs; Econophysics;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:phsmap:v:346:y:2005:i:1:p:20-26. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.journals.elsevier.com/physica-a-statistical-mechpplications/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.