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Instability of networks: effects of sampling frequency and extreme fluctuations in financial data
ABSTRACT: What determines the stability of networks inferred from dynamical behavior of a system? Internal and external shocks in a system can destabilize the topological properties of comovement networks. In real-world data, this creates a trade-off between identification of turbulent periods and t...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9035503/ https://www.ncbi.nlm.nih.gov/pubmed/35496353 http://dx.doi.org/10.1140/epjb/s10051-022-00332-x |