Untangling complex networks: Risk minimization in financial markets through accessible spin glass ground states

Physica A: Statistical Mechanics and its Applications

Volumn 389, Issue 16, 2010, Pages 3250-3253

  Lisewski, Andreas Martin ^a   Lichtarge, Olivier ^a  

^a BAYLOR COLLEGE OF MEDICINE   (United States)

Author keywords

Econophysics; Ground states; Networks; Portfolio; Spin glass

Indexed keywords

COMMERCE; CONVEX OPTIMIZATION; FINANCIAL MARKETS; GLASS; GROUND STATE; INVESTMENTS; ISING MODEL; MATRIX ALGEBRA; NETWORKS (CIRCUITS); RECURRENT NEURAL NETWORKS; SPIN GLASS;

ECONOPHYSICSS; FRUSTRATED INTERACTIONS; LAPLACIAN MATRICES; MARKET INTERACTIONS; MARKET UNCERTAINTY; PORTFOLIO; RISK MINIMIZATION; SCIENTIFIC FIELDS;

COMPLEX NETWORKS;

EID: 77953130163     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physa.2010.04.005     Document Type: Article

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