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Structure of local interactions in complex financial dynamics

With the network methods and random matrix theory, we investigate the interaction structure of communities in financial markets. In particular, based on the random matrix decomposition, we clarify that the local interactions between the business sectors (subsectors) are mainly contained in the secto...

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Autors principals: Jiang, X. F., Chen, T. T., Zheng, B.
Format: Artigo
Idioma:Inglês
Publicat: Nature Publishing Group 2014
Matèries:
Accés en línia:https://ncbi.nlm.nih.gov/pmc/articles/PMC4060508/
https://ncbi.nlm.nih.gov/pubmed/24936906
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/srep05321
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