TY  - CHAP
Y1  - 2004///
TI  - Emergence of complexity in financial networks 
AV  - none
UR  - http://dx.doi.org/10.1007/978-3-540-44485-5_18
SN  - 978-3-540-22354-2
PB  - Springer-Verlag
A1  - Caldarelli, Guido
A1  - Battiston, Stefano 
A1  - Garlaschelli, Diego
A1  - Catanzaro, Michele
N2  - 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.
SP  - 399
T3  - Lecture Notes in Physics
ID  - eprints1118
ED  - Ben-Naim, Eli
ED  - Frauenfelder, Hans
ED  - Toroczkai, Zoltan
EP  - 423
T2  - Emergence of Complexity in Financial Networks
ER  -