Community detection for correlation matrices

Physical Review X

Volumn 5, Issue 2, 2015, Pages

  MacMahon, Mel ^a   Garlaschelli, Diego ^a,b  

^a UNIVERSITEIT LEIDEN   (Netherlands)

^b UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMPLEX NETWORKS; FINANCIAL DATA PROCESSING; FINANCIAL MARKETS; RANDOM VARIABLES; RISK MANAGEMENT; SUPERCONDUCTING MATERIALS;

COMMUNITY DETECTION; CORRELATION MATRIX; FINANCIAL TIME SERIES; INFORMATION LOSS; MESOSCOPIC ORGANIZATIONS; PORTFOLIO OPTIMIZATION; PRIOR INFORMATION; RANDOM MATRIX THEORY;

POPULATION DYNAMICS;

EID: 84937711093     PISSN: None     EISSN: 21603308     Source Type: Journal    
DOI: 10.1103/PhysRevX.5.021006     Document Type: Article

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