9 citations · 17 across the 8 of their papers we have counts for
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q-fin.GN2014
Hierarchical representation of socio-economic complex systems according to minimal sapnning trees
Andrzej Jarynowski, Andrzej Buda
We investigate hierarchical structure in various complex systems according to Minimum Spanning Tree methods. Firstly, we investigate stock markets where the graphis obtained from t…
q-fin.GN2011★ 1 cited
Life time of correlation between stocks prices on established and emerging markets
Andrzej Buda
The correlation coefficient between stocks depends on price history and includes information on hierarchical structure in financial markets. It is useful for portfolio selection an…
q-fin.GN2011
Hierarchical structure in phonographic market
Andrzej Buda
I find a topological arrangement of assets traded in a phonographic market which has associated a meaningful economic taxonomy. I continue using the Minimal Spanning Tree and the L…