A Perspective on Correlation-Based Financial Networks and Entropy Measures

A Perspective on Correlation-Based Financial Networks and Entropy Measures

In this mini-review, we critically examine the recent work done on correlation-based networks in financial systems. The structure of empirical correlation matrices constructed from the financial market data changes as the individual stock prices fluctuate with time, showing interesting evolutionary...

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Bibliographic Details
Main Authors: Vishwas Kukreti, Hirdesh K. Pharasi, Priya Gupta, Sunil Kumar
Format: Article
Language:English
Published: Frontiers Media S.A. 2020-08-01
Series:Frontiers in Physics
Subjects:
econophysics
random matrix theory
correlation
networks
minimum spanning trees
clustering
Online Access:https://www.frontiersin.org/article/10.3389/fphy.2020.00323/full

Internet

https://www.frontiersin.org/article/10.3389/fphy.2020.00323/full

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