179 citations · 353 across the 9 of their papers we have counts for
4 papers · 1 filter
Classical mechanics of economic networks
Nima Dehmamy, Sergey V. Buldyrev, Shlomo Havlin +2
Financial networks are dynamic. To assess their systemic importance to the world-wide economic network and avert losses we need models that take the time variations of the links an…
Netconomics: Novel Forecasting Techniques from the Combination of Big Data, Network Science and Economics
Andreas Joseph, Irena Vodenska, Eugene Stanley +1
The combination of the network theoretic approach with recently available abundant economic data leads to the development of novel analytic and computational tools for modelling an…
News Cohesiveness: an Indicator of Systemic Risk in Financial Markets
Matija Piškorec, Nino Antulov-Fantulin, Petra Kralj Novak +4
Motivated by recent financial crises significant research efforts have been put into studying contagion effects and herding behaviour in financial markets. Much less has been said…
Partial correlation analysis: Applications for financial markets
Dror Y. Kenett, Xuqing Huang, Irena Vodenska +2
The presence of significant cross-correlations between the synchronous time evolution of a pair of equity returns is a well-known empirical fact. The Pearson correlation is commonl…