Emergence of Complexity in Financial Networks

  title={Emergence of Complexity in Financial Networks},
  author={Guido Caldarelli and Stefano Battiston and Diego Garlaschelli and Michele Catanzaro},
  journal={Lecture Notes in Physics},
We present here a brief summary of the various possible applications of network theory in the field of finance. Since we want to characterize different systems by means of simple and universal features, graph theory could represent a rather powerful methodology. In the following we report our activity in three different subfields, namely the board and director networks, the networks formed by prices correlations and the stock ownership networks. In most of the cases these three kind of networks… 

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Notice of Retraction Directed network research in Chinese stock market

It is found that the directed influence networks exist in Chinese stock market, and the maximum correlation coefficient appears at 1 minute shift, which is still efficient because of the small correlation coefficient values and the time shift within a few minutes.

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