Multiscale characteristics of the emerging global cryptocurrency market
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …
participants having diversified investment horizons, and multiple feedback mechanisms …
A review of two decades of correlations, hierarchies, networks and clustering in financial markets
We review the state of the art of clustering financial time series and the study of their
correlations alongside other interaction networks. The aim of the review is to gather in one …
correlations alongside other interaction networks. The aim of the review is to gather in one …
Evolution of worldwide stock markets, correlation structure, and correlation-based graphs
DM Song, M Tumminello, WX Zhou… - Physical Review E …, 2011 - APS
We investigate the daily correlation present among market indices of stock exchanges
located all over the world in the time period January 1996 to July 2009. We discover that the …
located all over the world in the time period January 1996 to July 2009. We discover that the …
Networks in financial markets based on the mutual information rate
P Fiedor - Physical Review E, 2014 - APS
In the last few years there have been many efforts in econophysics studying how network
theory can facilitate understanding of complex financial markets. These efforts consist mainly …
theory can facilitate understanding of complex financial markets. These efforts consist mainly …
The evolution of interdependence in world equity markets—Evidence from minimum spanning trees
R Coelho, CG Gilmore, B Lucey, P Richmond… - Physica A: Statistical …, 2007 - Elsevier
The concept of a minimum spanning tree is used to study the process of market integration
for a large group of national stock market indices. We show how the asset tree evolves over …
for a large group of national stock market indices. We show how the asset tree evolves over …
Topology of foreign exchange markets using hierarchical structure methods
MJ Naylor, LC Rose, BJ Moyle - Physica A: Statistical Mechanics and its …, 2007 - Elsevier
This paper uses two physics derived hierarchical techniques, a minimal spanning tree and
an ultrametric hierarchical tree, to extract a topological influence map for major currencies …
an ultrametric hierarchical tree, to extract a topological influence map for major currencies …
Similarity measure and topology evolution of foreign exchange markets using dynamic time warping method: Evidence from minimal spanning tree
GJ Wang, C Xie, F Han, B Sun - Physica A: Statistical Mechanics and its …, 2012 - Elsevier
In this study, we employ a dynamic time warping method to study the topology of similarity
networks among 35 major currencies in international foreign exchange (FX) markets …
networks among 35 major currencies in international foreign exchange (FX) markets …
Towards an understanding of cryptocurrency: a comparative analysis of cryptocurrency, foreign exchange, and stock
Cryptocurrency is a cutting-edge Fintech innovation and currently a worldwide hotspot.
However, the high-speed evolution of it has already caused a series of public security …
However, the high-speed evolution of it has already caused a series of public security …
Dynamic properties of foreign exchange complex network
X Yang, S Wen, Z Liu, C Li, C Huang - Mathematics, 2019 - mdpi.com
The foreign exchange (FX) market, one of the important components of the financial market,
is a typical complex system. In this paper, by resorting to the complex network method, we …
is a typical complex system. In this paper, by resorting to the complex network method, we …