Clustering and information in correlation based financial networks
Networks of companies can be constructed by using return correlations. A crucial issue in this approach is to select the relevant correlations from the correlation matrix. In order to study this problem, we start from an empty graph with no edges where the vertices correspond to stocks. Then, one by...
| Main Authors: | , , |
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| 格式: | Journal article |
| 出版: |
2004
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