33 citations · 119 across the 21 of their papers we have counts for
4 papers · 1 filter
Detecting overlapping community structure: Estonian network of payments
Stephanie Rendón de la Torre, Jaan Kalda, Robert Kitt +1
Revealing the community structure exhibited by real networks is a fundamental phase towards a comprehensive understanding of complex systems beyond the local organization of their…
Fractal and multifractal analysis of complex networks: Estonian network of payments
Stephanie Rendón de la Torre, Jaan Kalda, Robert Kitt +1
Complex networks have gained much attention from different areas of knowledge in recent years. Particularly, the structures and dynamics of such systems have attracted considerable…
On the topologic structure of economic complex networks: Empirical evidence from large scale payment network of Estonia
Stephanie Rendón de la Torre, Jaan Kalda, Robert Kitt +1
This paper presents the first topological analysis of the economic structure of an entire country based on payments data obtained from Swedbank. This data set is exclusive in its k…
Leptokurtic Portfolio Theory
Robert Kitt, Jaan Kalda
The question of optimal portfolio is addressed. The conventional Markowitz portfolio optimisation is discussed and the shortcomings due to non-Gaussian security returns are outline…