46 citations · 119 across the 4 of their papers we have counts for
4 papers · 1 filter
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…
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…
Spectral methods and cluster structure in correlation-based networks
Tapio Heimo, Gergely Tibely, Jari Saramaki +2
We investigate how in complex systems the eigenpairs of the matrices derived from the correlations of multichannel observations reflect the cluster structure of the underlying netw…
Spectral and network methods in the analysis of correlation matrices of stock returns
Tapio Heimo, Jari Saramaki, Jukka-Pekka Onnela +1
Correlation matrices inferred from stock return time series contain information on the behaviour of the market, especially on clusters of highly correlating stocks. Here we study a…