Centrality and Peripherality in Filtered Graphs from Dynamical Financial Correlations.
Francesco PozziTiziana di MatteoTomaso AstePublished in: Adv. Complex Syst. (2008)
Keyphrases
- social networks
- social network analysis
- decision making
- graph theory
- network analysis
- data sets
- graph databases
- correlation analysis
- graph partitioning
- fraud detection
- highly correlated
- directed graph
- graph model
- complex structures
- stock market
- random walk
- random graphs
- graph kernels
- portfolio optimization
- strongly correlated
- betweenness centrality