Spectral methods and cluster structure in correlation-based networks

Tapio Heimo, Gergely Tibely, Jari Saramäki, Kimmo Kaski, Janos Kertész

    Research output: Contribution to journalArticleScientificpeer-review

    12 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)5930-5945
    JournalPhysica A: Statistical Mechanics and its Applications
    Volume387
    Issue number23
    Publication statusPublished - 2008
    MoE publication typeA1 Journal article-refereed

    Keywords

    • Stock market, complex network, correlation matrix, spectral analysis

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