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Emergence of complexity in financial networks

Caldarelli, Guido and Battiston, Stefano and Garlaschelli, Diego and Catanzaro, Michele Emergence of complexity in financial networks. In: Emergence of Complexity in Financial Networks. Lecture Notes in Physics (650). Springer-Verlag, pp. 399-423. ISBN 978-3-540-22354-2 (2004)

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Abstract

We present here a brief summary of the various possible applications of network theory in the field of finance. Since we want to characterize different systems by means of simple and universal features, graph theory could represent a rather powerful methodology. In the following we report our activity in three different subfields, namely the board and director networks, the networks formed by prices correlations and the stock ownership networks. In most of the cases these three kind of networks display scale-free properties making them interesting in their own. Nevertheless, we want to stress here that the main utility of this methodology is to provide new measures of the real data sets in order to validate the different models.

Item Type: Book Section
Identification Number: 10.1007/b98716
Subjects: H Social Sciences > HG Finance
Q Science > QC Physics
Research Area: Economics and Institutional Change
Depositing User: Ms T. Iannizzi
Date Deposited: 14 Feb 2012 13:52
Last Modified: 14 Feb 2012 13:52
URI: http://eprints.imtlucca.it/id/eprint/1118

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