메뉴 건너뛰기




Volumn 6039, Issue , 2006, Pages

Extracting the correlation structure by means of planar embedding

Author keywords

Complex systems; Econophysics; Networks

Indexed keywords

FINANCIAL DATA PROCESSING; HIERARCHICAL SYSTEMS; LARGE SCALE SYSTEMS; MATRIX ALGEBRA;

EID: 33645230394     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.637543     Document Type: Conference Paper
Times cited : (6)

References (19)
  • 1
    • 9944237726 scopus 로고    scopus 로고
    • Complex networks on hyperbolic surfaces
    • T. Aste, T. Di Matteo, S. T. Hyde, "Complex networks on hyperbolic surfaces," Physica A 346, pp. 20-26, 2005.
    • (2005) Physica A , vol.346 , pp. 20-26
    • Aste, T.1    Di Matteo, T.2    Hyde, S.T.3
  • 2
    • 23044444732 scopus 로고    scopus 로고
    • A tool for filtering information in complex systems
    • cond-mat/0501335
    • M. Tumminello, T. Aste, T. Di Matteo and R. N. Mantegna, "A tool for filtering information in complex systems," PNAS 102 (2005) 10421-10426. (cond-mat/0501335).
    • (2005) PNAS , vol.102 , pp. 10421-10426
    • Tumminello, M.1    Aste, T.2    Di Matteo, T.3    Mantegna, R.N.4
  • 3
    • 0000119298 scopus 로고    scopus 로고
    • Hierarchical structure in financial markets
    • R. N. Mantegna, "Hierarchical structure in financial markets," Eur. Phys. J. B 11, pp. 193-197, 1999.
    • (1999) Eur. Phys. J. B , vol.11 , pp. 193-197
    • Mantegna, R.N.1
  • 4
    • 21444451950 scopus 로고    scopus 로고
    • Interest rates hierarchical structure
    • T. Di Matteo, T. Aste, S. T. Hyde a and S. Ramsden, "Interest rates hierarchical structure", Physica A 335 pp. 21-33, 2005.
    • (2005) Physica A , vol.335 , pp. 21-33
    • Di Matteo, T.1    Aste, T.2    Hyde, S.T.3    Ramsden, S.4
  • 5
    • 0242625509 scopus 로고    scopus 로고
    • How does the Eurodollars interest rate behave?
    • cond-mat/0101009
    • T. Di Matteo and T. Aste, "How does the Eurodollars interest rate behave?," J. Theoret. Appl. Finance 5, pp. 122-127, 2002, (cond-mat/0101009).
    • (2002) J. Theoret. Appl. Finance , vol.5 , pp. 122-127
    • Di Matteo, T.1    Aste, T.2
  • 6
    • 2942547858 scopus 로고    scopus 로고
    • An interest rate cluster analysis
    • cond-mat/0401443
    • T. Di Matteo, T. Aste, R. N. Mantegna, "An interest rate cluster analysis," Physica A 339, pp. 181-188, 2004, (cond-mat/0401443).
    • (2004) Physica A , vol.339 , pp. 181-188
    • Di Matteo, T.1    Aste, T.2    Mantegna, R.N.3
  • 7
    • 0031653740 scopus 로고    scopus 로고
    • The topological structure of 2D disordered cellular systems
    • H. M. Ohlenbusch, T. Aste, B. Dubertret and N. Rivier, "The topological structure of 2D disordered cellular systems," Eur. Phys. J. 52, pp. 211-220, 1998.
    • (1998) Eur. Phys. J. , vol.52 , pp. 211-220
    • Ohlenbusch, H.M.1    Aste, T.2    Dubertret, B.3    Rivier, N.4
  • 8
    • 0007304862 scopus 로고    scopus 로고
    • Two-dimensional froths and the dynamics of biological tissues
    • B. Dubertret, T. Aste, H. M. Ohlenbusch and N. Rivier, "Two-dimensional froths and the dynamics of biological tissues," Phys. Rev. E 58, pp. 6368-6378, 1998.
    • (1998) Phys. Rev. E , vol.58 , pp. 6368-6378
    • Dubertret, B.1    Aste, T.2    Ohlenbusch, H.M.3    Rivier, N.4
  • 9
    • 0033569230 scopus 로고    scopus 로고
    • Glass transition in self organizing cellular patterns
    • T. Aste and D. Sherrington, "Glass transition in self organizing cellular patterns," J. Phys. A 32, pp. 7049-7056, 1999.
    • (1999) J. Phys. A , vol.32 , pp. 7049-7056
    • Aste, T.1    Sherrington, D.2
  • 10
    • 0000017283 scopus 로고
    • Solution of the heawood map-coloring problem
    • G. Ringel and J. W. T. Youngs, "Solution of the Heawood Map-Coloring Problem," Proc. Nat. Acad. Sci. USA 60, pp. 438-445, 1968.
    • (1968) Proc. Nat. Acad. Sci. USA , vol.60 , pp. 438-445
    • Ringel, G.1    Youngs, J.W.T.2
  • 12
    • 0003899618 scopus 로고
    • Springer, Berlin, Chapter 4
    • G. Ringel, in Map Color Theorem, Springer, Berlin, Chapter 4, 1974.
    • (1974) Map Color Theorem
    • Ringel, G.1
  • 13
    • 70350341192 scopus 로고    scopus 로고
    • Modeling the term structure
    • G. S. Maddala and C. R. Rao, ed.
    • A. R. Pagan, A. D. Hall, and V. Martin, "Modeling the Term Structure," in HandBook of Statistics 14, G. S. Maddala and C. R. Rao, ed., pp.91-118, 1997.
    • (1997) HandBook of Statistics , vol.14 , pp. 91-118
    • Pagan, A.R.1    Hall, A.D.2    Martin, V.3
  • 16
    • 2942546245 scopus 로고    scopus 로고
    • On pricing interest rate derivatives
    • cond-mat/0401445
    • T. Di Matteo, M. Airoldi, E. Scalas, "On pricing interest rate derivatives," Physica A 339, pp. 189-196, 2004 (cond-mat/0401445).
    • (2004) Physica A , vol.339 , pp. 189-196
    • Di Matteo, T.1    Airoldi, M.2    Scalas, E.3
  • 17
    • 0242691039 scopus 로고    scopus 로고
    • Detailed empirical study of the term structure of interest rates. Emergence of power laws and scaling laws
    • T. Alderweireld, J. Nuyts, "Detailed empirical study of the term structure of interest rates. Emergence of power laws and scaling laws," Physica A 331, pp. 602-616, 2004.
    • (2004) Physica A , vol.331 , pp. 602-616
    • Alderweireld, T.1    Nuyts, J.2
  • 18
    • 33645240643 scopus 로고    scopus 로고
    • http://www.federalreserve.gov/releases/h15/data.htm


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.