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