Cargando…

Transfer Entropy between Communities in Complex Financial Networks

In this paper, we analyze information flows between communities of financial markets, represented as complex networks. Each community, typically corresponding to a business sector, represents a significant part of the financial market and the detection of interactions between communities is crucial...

Descripción completa

Detalles Bibliográficos
Autores principales: Korbel, Jan, Jiang, Xiongfei, Zheng, Bo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514468/
http://dx.doi.org/10.3390/e21111124