most citedMaximal spanning trees, asset graphs and random matrix denoising in the analysis of dynamics of financial networks

32 citations

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physics.soc-ph2008★ 32 cited

Maximal spanning trees, asset graphs and random matrix denoising in the analysis of dynamics of financial networks

Tapio Heimo, Kimmo Kaski, Jari Saramaki

We study the time dependence of maximal spanning trees and asset graphs based on correlation matrices of stock returns. In these networks the nodes represent companies and links ar…

physics.soc-ph2008★ 25 cited

Detecting modules in dense weighted networks with the Potts method

Tapio Heimo, Jussi Kumpula, Kimmo Kaski +1

We address the problem of multiresolution module detection in dense weighted networks, where the modular structure is encoded in the weights rather than topology. We discuss a weig…