We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets
Policy makings and regulations of financial markets rely on a good understanding of the complexity o...
Technological advances have provided scientists with large high-dimensional datasets that describe t...
We analyze the dimension of a financial correlation-based network and apply our analysis to characte...
We review the recent approach of correlation based networks of financial equities. We investigate po...
Networks of companies can be constructed by using return correlations. A crucial issue in this appro...
To understand risk in a financial market we must understand how asset prices are related. By using c...
Financial markets can be viewed as a highly complex evolving system that is very sensitive to econom...
We apply a method to filter relevant information from the correlation coefficient matrix by extracti...
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifi...
Abstract. Networks of companies can be constructed by using return correlations. A crucial issue in ...
Forty stock market indices of the world with the highest GDP has been studied. We show each market i...
We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
Among the statistical techniques used to describe the behaviour of the financial markets, one of the...
The statistical signatures of the 'credit crunch' financial crisis that unfolded between 2008 and 20...
Policy makings and regulations of financial markets rely on a good understanding of the complexity o...
Technological advances have provided scientists with large high-dimensional datasets that describe t...
We analyze the dimension of a financial correlation-based network and apply our analysis to characte...
We review the recent approach of correlation based networks of financial equities. We investigate po...
Networks of companies can be constructed by using return correlations. A crucial issue in this appro...
To understand risk in a financial market we must understand how asset prices are related. By using c...
Financial markets can be viewed as a highly complex evolving system that is very sensitive to econom...
We apply a method to filter relevant information from the correlation coefficient matrix by extracti...
BACKGROUND: In this paper we investigate the definition and formation of financial networks. Specifi...
Abstract. Networks of companies can be constructed by using return correlations. A crucial issue in ...
Forty stock market indices of the world with the highest GDP has been studied. We show each market i...
We construct a correlation matrix based financial network for a set of New York Stock Exchange (NYSE...
According to the leading models in modern finance, the presence of intraday lead-lag relationships b...
Among the statistical techniques used to describe the behaviour of the financial markets, one of the...
The statistical signatures of the 'credit crunch' financial crisis that unfolded between 2008 and 20...
Policy makings and regulations of financial markets rely on a good understanding of the complexity o...
Technological advances have provided scientists with large high-dimensional datasets that describe t...
We analyze the dimension of a financial correlation-based network and apply our analysis to characte...