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20142023
most citedStock market as temporal network

88 citations · 276 across the 13 of their papers we have counts for

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Showing 2017Show all

6 papers · 1 filter

q-fin.ST2017★ 88 cited

Stock market as temporal network

Longfeng Zhao, Gang-Jin Wang, Mingang Wang +3

Financial networks have become extremely useful in characterizing the structure of complex financial systems. Meanwhile, the time evolution property of the stock markets can be des…

physics.soc-ph2017★ 23 cited

Community Detection in Dynamic Networks via Adaptive Label Propagation

Jihui Han, Wei Li, Longfeng Zhao +3

An adaptive label propagation algorithm (ALPA) is proposed to detect and monitor communities in dynamic networks. Unlike the traditional methods by re-computing the whole community…

physics.soc-ph2017★ 21 cited

Theoretical results on the topological properties of the limited penetrable horizontal visibility graph family

Minggang Wang, Andre L. M. Vilela, Ruijin Du +4

The limited penetrable horizontal visibility graph algorithm was recently introduced to map time series in complex networks. We extend this visibility graph and create a directed l…

stat.ME2017★ 2 cited

Exact results of the limited penetrable horizontal visibility graph associated to random time series and its application

Minggang Wang, Andre L. M. Vilela, Ruijin Du +4

The limited penetrable horizontal visibility algorithm is a new time analysis tool and is a further development of the horizontal visibility algorithm. We present some exact result…

cond-mat.stat-mech2017★ 21 cited

Inferring dissipation from the violation of Fluctuation-Dissipation Theorem

Shou-Wen Wang

The Harada-Sasa equality elegantly connects the energy dissipation rate of a moving object with its measurable violation of the Fluctuation-Dissipation Theorem (FDT). Although prov…

q-fin.ST2017★ 34 cited

The q-dependent detrended cross-correlation analysis of stock market

Longfeng Zhao, Wei Li, Andrea Fenu +3

The properties of q-dependent cross-correlation matrices of stock market have been analyzed by using the random matrix theory and complex network. The correlation structures of the…