Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks.

Tomohiro Ando Matthew Greenwood-Nimmo Yongcheol Shin

Published in: Manag. Sci. (2022)

Keyphrases

small world
genetic algorithm
social networks
decision making
network structure
stock market
connected components
network analysis
power law
data sets
neural network
computer networks
fully connected