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Computational analysis of structural properties of economic and financial networks

Author

Listed:
  • Frank Emmert-Streib
  • Aliyu Musa
  • Kestutis Baltakys
  • Juho Kanniainen
  • Shailesh Tripathi
  • Olli Yli-Harja
  • Herbert Jodlbauer
  • Matthias Dehmer

Abstract

In recent years, methods from network science have been rapidly gaining traction in economics and finance. One reason for this is that, in a globalized world, it is crucial that we understand the interconnections between economic and financial entities; networks provide a natural framework for representing and studying such systems. In this paper, we survey the use of networks and network-based methods to study economy- related questions. We start with a brief overview of graph theory and some basic definitions. Then, we discuss descriptive network measures and network complex- ity measures for quantifying the structural properties of economic networks. Finally, we discuss different network and tree structures as well as their relevance to certain applications

Suggested Citation

  • Frank Emmert-Streib & Aliyu Musa & Kestutis Baltakys & Juho Kanniainen & Shailesh Tripathi & Olli Yli-Harja & Herbert Jodlbauer & Matthias Dehmer, . "Computational analysis of structural properties of economic and financial networks," Journal of Network Theory in Finance, Journal of Network Theory in Finance.
    • Handle: RePEc:rsk:journ8:5845731
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    Cited by:

    1. is not listed on IDEAS
    2. Erick Treviño Aguilar, 2020. "The interdependency structure in the Mexican stock exchange: A network approach," PLOS ONE, Public Library of Science, vol. 15(10), pages 1-31, October.
    3. Han, Rui-Qi & Li, Ming-Xia & Chen, Wei & Zhou, Wei-Xing & Stanley, H. Eugene, 2019. "Structural properties of statistically validated empirical information networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 523(C), pages 747-756.
    4. Peng Yue & Qing Cai & Wanfeng Yan & Wei-Xing Zhou, 2020. "Information flow networks of Chinese stock market sectors," Papers 2004.08759, arXiv.org.
    5. Baltakys, Kȩstutis & Baltakienė, Margarita & Kärkkäinen, Hannu & Kanniainen, Juho, 2019. "Neighbors matter: Geographical distance and trade timing in the stock market," Finance Research Letters, Elsevier, vol. 31(C).
    6. Margarita Baltakienė & Kęstutis Baltakys & Juho Kanniainen & Dino Pedreschi & Fabrizio Lillo, 2019. "Clusters of investors around initial public offering," Humanities and Social Sciences Communications, Palgrave Macmillan, vol. 5(1), pages 1-14, December.
    7. Dai, Peng-Fei & Xiong, Xiong & Zhou, Wei-Xing, 2021. "A global economic policy uncertainty index from principal component analysis," Finance Research Letters, Elsevier, vol. 40(C).

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