Traders' Networks of Interactions and Structural Properties of Financial Markets: An Agent-Based Approach.
Linda PontaSilvano CincottiPublished in: Complex. (2018)
Keyphrases
- structural properties
- financial markets
- stock market
- trading strategies
- network properties
- network evolution
- investment strategies
- stock price
- centrality measures
- trading rules
- topological properties
- portfolio selection
- technical indicators
- tree width
- stock exchange
- clustering coefficient
- risk management
- test bed
- social networks
- financial time series
- complex networks
- network structure
- short term
- long term
- data mining