Resilience of Stock Cross-Correlation Network to Random Breakdown and Intentional Attack

Ngoc Kim Khanh Nguyen, Quang Nguyen. Resilience of Stock Cross-Correlation Network to Random Breakdown and Intentional Attack. In Ly Hoang Anh, Le Si Dong, Vladik Kreinovich, Nguyen Ngoc Thach, editors, Econometrics for Financial Applications, ECONVN 2018, International Econometric Conference of Vietnam, Ho Chi Minh, Vietnam, 15-16 January, 2018. Volume 760 of Studies in Computational Intelligence, pages 553-561, Springer, 2018. [doi]

Abstract

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