Capturing Financial Volatility Through Simple Network Measures

Pedro C. Souto, Andreia Sofia Teixeira, Alexandre P. Francisco, Francisco C. Santos. Capturing Financial Volatility Through Simple Network Measures. In Luca Maria Aiello, Chantal Cherifi, Hocine Cherifi, Renaud Lambiotte, Pietro LiĆ³, Luis M. Rocha, editors, Complex Networks and Their Applications VII - Volume 2 Proceedings The 7th International Conference on Complex Networks and Their Applications COMPLEX NETWORKS 2018. Volume 813 of Studies in Computational Intelligence, pages 534-546, Springer, 2018. [doi]

Abstract

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