Dynamical correlations in financial systems

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 6802, Issue , 2008, Pages

  Pozzi, F ^a   Aste, T ^a   Rotundo, G ^b   Di Matteo, T ^a  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b SAPIENZA UNIVERSITY OF ROME   (Italy)

Author keywords

Complex systems; Econophysics; Financial data correlations; Minimum spanning tree; Networks; Planar maximally filtered graph

Indexed keywords

CORRELATION METHODS; DYNAMICAL SYSTEMS; ECONOMIC ANALYSIS; FEATURE EXTRACTION; GRAPH THEORY; LARGE SCALE SYSTEMS;

ECONOPHYSICS; FINANCIAL DATA CORRELATIONS; MINIMUM SPANNING TREE; PLANAR MAXIMALLY FILTERED GRAPH;

FINANCIAL DATA PROCESSING;

EID: 41149116093     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.758822     Document Type: Conference Paper

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