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Multilayer Aggregation with Statistical Validation: Application to Investor Networks

Multilayer networks are attracting growing attention in many fields, including finance. In this paper, we develop a new tractable procedure for multilayer aggregation based on statistical validation, which we apply to investor networks. Moreover, we propose two other improvements to their analysis:...

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Detalhes bibliográficos
Publicado no:Sci Rep
Main Authors: Baltakys, Kęstutis, Kanniainen, Juho, Emmert-Streib, Frank
Formato: Artigo
Idioma:Inglês
Publicado em: Nature Publishing Group UK 2018
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC5974194/
https://ncbi.nlm.nih.gov/pubmed/29844512
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1038/s41598-018-26575-2
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