Inference of financial networks using the normalised mutual information rate-Reference-Cited by-同舟云学术

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Inference of financial networks using the normalised mutual information rate

Published:2018-02-08 Issue:2 Volume:13 Page:e0192160
ISSN:1932-6203
Container-title:PLOS ONE
language:en
Short-container-title:PLoS ONE

Author:

Goh Yong Kheng,Hasim Haslifah M.^ORCID,Antonopoulos Chris G.

Publisher

Public Library of Science (PLoS)

Subject

Multidisciplinary

Reference52 articles.

1. Revisiting market efficiency: The stock market as a complex adaptive system;MJ Mauboussin;Journal of Applied Corporate Finance,2002

2. Hierarchical structure in financial markets;RN Mantegna;The European Physical Journal B-Condensed Matter and Complex Systems,1999

3. A tool for filtering information in complex systems;M Tumminello;Proceedings of the National Academy of Sciences of the United States of America,2005

4. Community analysis of global financial markets;I Vodenska;Risks,2016

5. Spanning trees and bootstrap reliability estimation in correlation-based networks;M Tumminello;International Journal of Bifurcation and Chaos,2007

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Network inference combining mutual information rate and statistical tests;Communications in Nonlinear Science and Numerical Simulation;2023-01

2. A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets;Signals and Communication Technology;2021

3. Information estimation using nonparametric copulas;Physical Review E;2018-11-05

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