relation: http://eprints.imtlucca.it/1118/
title: Emergence of complexity in financial networks 
creator: Caldarelli, Guido
creator: Battiston, Stefano 
creator: Garlaschelli, Diego
creator: Catanzaro, Michele
subject: HG Finance
subject: QC Physics
description: 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.
publisher: Springer-Verlag
contributor: Ben-Naim, Eli
contributor: Frauenfelder, Hans
contributor: Toroczkai, Zoltan
date: 2004
type: Book Section
type: PeerReviewed
identifier:   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)  
relation: http://dx.doi.org/10.1007/978-3-540-44485-5_18
relation: 10.1007/b98716