Hierarchical organization and disassortative mixing of correlation-based weighted financial networks

来源 :第六届全国网络科技论坛暨第二届全国混沌应用研讨会 | 被引量 : 0次 | 上传用户：cliff800

【摘要】

：

I find a hierarchical arrangement of stock traded in a finaccial market by investigating the daily time series of the logarithm of stock price.The topological i

【作者】

：

Shimin Cai

【机构】

：

UniversityofScienceandTechnologyofChina

【出处】

：

第六届全国网络科技论坛暨第二届全国混沌应用研讨会

【发表日期】

：

2010年7期

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I find a hierarchical arrangement of stock traded in a finaccial market by investigating the daily time series of the logarithm of stock price.The topological is a subdominant ultrametric space associated with a graph connecting the stocks of the protfolio analyzed.

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Hierarchical organization and disassortative mixing of correlation-based weighted financial networks

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