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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...
Autores principales: | Nie, Chun-xiao, Song, Fu-tie |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2018
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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 |
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