3 papers
q-fin.TR2019
Clusters of investors around Initial Public Offering
Margarita Baltakienė, Kęstutis Baltakys, Juho Kanniainen +2
The complex networks approach has been gaining popularity in analysing investor behaviour and stock markets, but within this approach, initial public offerings (IPO) have barely be…
physics.soc-ph2018
Maximum entropy approach to link prediction in bipartite networks
M. Baltakiene, K. Baltakys, D. Cardamone +5
Within network analysis, the analytical maximum entropy framework has been very successful for different tasks as network reconstruction and filtering. In a recent paper, the same…
q-fin.CP2017
Computational Analysis of the structural properties of Economic and Financial Networks
Frank Emmert-Streib, Aliyu Musa, Kestutis Baltakys +5
In recent years, methods from network science are gaining rapidly interest in economics and finance. A reason for this is that in a globalized world the interconnectedness among ec…