Spectral methods and cluster structure in correlation-based networks

Physica A: Statistical Mechanics and its Applications

Volumn 387, Issue 23, 2008, Pages 5930-5945

  Heimo, Tapio ^a   Tibély, Gergely ^b   Saramäki, Jari ^a   Kaski, Kimmo ^a   Kertész, János ^a,b  

^a AALTO UNIVERSITY   (Finland)

^b BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

Author keywords

Asset; Complex networks; Correlation matrix; Spectral analysis; Stock

Indexed keywords

HOLOGRAMS;

CLUSTER STRUCTURES; COMPLEX SYSTEMS; EIGENPAIRS; MULTI CHANNEL (MC); SPECTRAL METHODS; SPECTRAL PROPERTIES; UNDERLYING NETWORKS;

CORRELATION METHODS;

EID: 48649106422     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2008.06.028     Document Type: Article

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