Cargando…

Structural Entropy: Monitoring Correlation-Based Networks Over Time With Application To Financial Markets

The concept of “Structural Diversity” of a network refers to the level of dissimilarity between the various agents acting in the system, and it is typically interpreted as the number of connected components in the network. This key property of networks has been studied in multiple settings, includin...

Descripción completa

Detalles Bibliográficos
Autores principales: Almog, Assaf, Shmueli, Erez
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group UK 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6658667/
https://www.ncbi.nlm.nih.gov/pubmed/31346204
http://dx.doi.org/10.1038/s41598-019-47210-8