290 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Inspire InstituteUS3 papers
- Institut National de Santé PubliqueCI3 papers
- Universidade do Estado do Rio de JaneiroBR2 papers
- Vienna University of Economics and BusinessAT2 papers
- Arizona State UniversityUS1 paper
- Benemérita Universidad Autónoma de PueblaMX1 paper
- Centre National de la Recherche ScientifiqueFR1 paper
- École Centrale de LilleFR1 paper
- Education and Research InstituteUS1 paper
- Fundo BrasilBR1 paper
- Institut d'Anàlisi EconòmicaES1 paper
- Institut de Chimie Moléculaire et des Matériaux d'OrsayFR1 paper
4 papers · 2 filters
Cluster formation and evolution in networks of financial market indices
Leonidas Sandoval Junior
Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse…
Pruning a Minimum Spanning Tree
Leonidas Sandoval Junior
This work employs some techniques in order to filter random noise from the information provided by minimum spanning trees obtained from the correlation matrices of international st…
A Map of the Brazilian Stock Market
Leonidas Sandoval Junior
We use the correlation matrix of stocks returns in order to create maps of the São Paulo Stock Exchange (BM&F-Bovespa), Brazil's main stock exchange. The data reffer to the year 20…
Correlation of financial markets in times of crisis
Leonidas Sandoval Junior, Italo De Paula Franca
Using the eigenvalues and eigenvectors of correlations matrices of some of the main financial market indices in the world, we show that high volatility of markets is directly linke…