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Stock fluctuations are correlated and amplified across networks of interlocking directorates.
Serguei Saavedra
Luis J. Gilarranz
Rudolf P. Rohr
Michael Schnabel
Brian Uzzi
Jordi Bascompte
Published in:
EPJ Data Sci. (2014)
Keyphrases
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stock market
computer networks
artificial intelligence
social network analysis
complex networks
network design
heterogeneous networks
machine learning
learning algorithm
information systems
network structure
community detection
highly correlated