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Multilayer Aggregation with Statistical Validation: Application to Investor Networks

Multilayer networks are attracting growing attention in many fields, including finance. In this paper, we develop a new tractable procedure for multilayer aggregation based on statistical validation, which we apply to investor networks. Moreover, we propose two other improvements to their analysis:...

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Detalles Bibliográficos
Autores principales: Baltakys, Kęstutis, Kanniainen, Juho, Emmert-Streib, Frank
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5974194/
https://www.ncbi.nlm.nih.gov/pubmed/29844512
http://dx.doi.org/10.1038/s41598-018-26575-2