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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...

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Detalhes bibliográficos
Publicado no:Entropy (Basel)
Main Authors: Korbel, Jan, Jiang, Xiongfei, Zheng, Bo
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI 2019
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7514468/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e21111124
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