Relation between Financial Market Structure and the Real Economy: Comparison between Clustering Methods

Networks in financial markets based on the mutual information rate

(2014) Paweł Fiedor   PHYSICAL REVIEW E

Dynamic multifactor clustering of financial networks

(2014) Gordon J. Ross   PHYSICAL REVIEW E

Dependency structure and scaling properties of financial time series are related

(2014) Raffaello Morales et al.   Scientific Reports

Spread of risk across financial markets: better to invest in the peripheries

(2013) F. Pozzi et al.   Scientific Reports

Hierarchical Information Clustering by Means of Topologically Embedded Graphs

(2012) Won-Min Song et al.   PLoS One

Dynamical clustering of exchange rates

(2012) Daniel J. Fenn et al.   QUANTITATIVE FINANCE

Nested hierarchies in planar graphs

(2011) Won-Min Song et al.   DISCRETE APPLIED MATHEMATICS

Statistically Validated Networks in Bipartite Complex Systems

(2011) Michele Tumminello et al.   PLoS One

Clustering Indian stock market data for portfolio management

(2010) S.R. Nanda et al.   EXPERT SYSTEMS WITH APPLICATIONS

Correlation structure and dynamics in volatile markets

(2010) T Aste et al.   NEW JOURNAL OF PHYSICS

The use of dynamical networks to detect the hierarchical organization of financial market sectors

(2009) T. Di Matteo et al.   EUROPEAN PHYSICAL JOURNAL B

Community detection in graphs

(2009) Santo Fortunato   PHYSICS REPORTS-REVIEW SECTION OF PHYSICS LETTERS