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Relationship between Entropy and Dimension of Financial Correlation-Based Network

We analyze the dimension of a financial correlation-based network and apply our analysis to characterize the complexity of the network. First, we generalize the volume-based dimension and find that it is well defined by the correlation-based network. Second, we establish the relationship between the...

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Detalles Bibliográficos
Autores principales: Nie, Chun-xiao, Song, Fu-tie
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2018
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7512695/
https://www.ncbi.nlm.nih.gov/pubmed/33265268
http://dx.doi.org/10.3390/e20030177