Networks of equities in financial markets

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Networks of equities in financial markets

We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the t...

متن کامل

THE EUROPEAN PHYSICAL JOURNAL B Networks of equities in financial markets

We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the t...

متن کامل

Financial networks and trading in bond markets

We examine how financial networks influence asset prices and trading performance. Consistent with theoretical studies on the role of communication networks in information dissemination, we posit that global financial institutions, having more extensive and strategic financial networks, can more efficiently acquire and process information pertaining to asset trading due to their better access to...

متن کامل

Correlation, Hierarchies, and Networks in Financial Markets

We discuss methods to quantitatively investigate the properties of correlation matrices of a financial system. Correlation matrices play an important role in portfolio optimization and in several other quantitative descriptions of asset price dynamics in financial markets. Specifically, we discuss how to define and obtain hierarchical trees, correlation-based trees and networks from a correlati...

متن کامل

Neural Networks for Density Estimation in Financial Markets

We introduce two new techniques for density estimation. Our approach poses the problem as a supervised learning task which can be performed using Neural Networks. We introduce a stochastic method for learning the cumulative distribution and an analogous deterministic technique. We use these techniques to estimate the densities of log stock price changes, demonstrating that the density is fat-ta...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: The European Physical Journal B - Condensed Matter

سال: 2004

ISSN: 1434-6028,1434-6036

DOI: 10.1140/epjb/e2004-00129-6