Partial Mutual Information Analysis of Financial Networks
نویسندگان
چکیده
منابع مشابه
Partial Mutual Information Analysis of Financial Networks
The econophysics approach to socio-economic systems is based on the assumption of their complexity. Such assumption inevitably leads to another assumption, namely that underlying interconnections within socio-economic systems, particularly nancial markets, are nonlinear, which is shown to be true even in mainstream economic literature. Thus it is surprising to see that network analysis of nanci...
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ژورنال
عنوان ژورنال: Acta Physica Polonica A
سال: 2015
ISSN: 0587-4246,1898-794X
DOI: 10.12693/aphyspola.127.863