2 papers
cond-mat.stat-mech2003
Asset trees and asset graphs in financial markets
J. -P. Onnela, A. Chakraborti, K. Kaski +2
This paper introduces a new methodology for constructing a network of companies called a dynamic asset graph. This is similar to the dynamic asset tree studied recently, as both ar…
cond-mat.stat-mech2003
Dynamics of market correlations: Taxonomy and portfolio analysis
J. -P. Onnela, A. Chakraborti, K. Kaski +2
The time dependence of the recently introduced minimum spanning tree description of correlations between stocks, called the ``asset tree'' have been studied to reflect the economic…