Understanding Changes in the Topology and Geometry of Financial Market Correlations during a Market Crash

In econophysics, the achievements of information filtering methods over the past 20 years, such as the minimal spanning tree (MST) by Mantegna and the planar maximally filtered graph (PMFG) by Tumminello et al., should be celebrated. Here, we show how one can systematically improve upon this paradig...

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Detalles Bibliográficos
Autores principales: Yen, Peter Tsung-Wen, Xia, Kelin, Cheong, Siew Ann
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8467365/
https://www.ncbi.nlm.nih.gov/pubmed/34573837
http://dx.doi.org/10.3390/e23091211

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8467365/
https://www.ncbi.nlm.nih.gov/pubmed/34573837
http://dx.doi.org/10.3390/e23091211

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