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Characterisation of survivability resilience with dynamic stock interdependence in financial networks
This paper examines the dynamic evolutionary process in the London Stock Exchange and uses network statistical measures to model the resilience of stock. A large historical dataset of companies was collected over 40 years (1977-2017) and conceptualised into weighted, temporally evolving and signed n...
Autores principales: | Tang, Junqing, Khoja, Layla, Heinimann, Hans R. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer International Publishing
2018
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6214309/ https://www.ncbi.nlm.nih.gov/pubmed/30839745 http://dx.doi.org/10.1007/s41109-018-0086-z |
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