146 citations · 173 across the 6 of their papers we have counts for
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physics.soc-ph2006★ 15 cited
Economic sector identification in a set of stocks traded at the New York Stock Exchange: a comparative analysis
C. Coronnello, M. Tumminello, F. Lillo +2
We review some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specif…
physics.soc-ph2006★ 146 cited
Spanning Trees and bootstrap reliability estimation in correlation based networks
M. Tumminello, C. Coronnello, F. Lillo +2
We introduce a new technique to associate a spanning tree to the average linkage cluster analysis. We term this tree as the Average Linkage Minimum Spanning Tree. We also introduce…