Entropy of Graphs in Financial Markets
Author:
Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Link
https://link.springer.com/content/pdf/10.1007/s10614-020-10007-3.pdf
Reference54 articles.
1. Bapat, R. B. (2010). Graphs and matrices (p. 77). New York: Springer.
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3. Boginski, V., Butenko, S., & Pardalos, P. M. (2005). Statistical analysis of financial networks. Computational Statistics & Data Analysis, 48(2), 431–443.
4. Bonanno, G., Caldarelli, G., Lillo, F., & Mantegna, R. N. (2003). Topology of correlation-based minimal spanning trees in real and model markets. Physical Review E, 68(4), 046130.
5. Bonanno, G., Caldarelli, G., Lillo, F., Miccichè, S., Vandewalle, N., & Mantegna, R. N. (2004). Networks of equities in financial markets. The European Physical Journal B, 38, 363–371.
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