eprintid: 1118 rev_number: 8 eprint_status: archive userid: 6 dir: disk0/00/00/11/18 datestamp: 2012-02-14 13:52:35 lastmod: 2018-03-08 17:08:11 status_changed: 2012-02-14 13:52:35 type: book_section metadata_visibility: show creators_name: Caldarelli, Guido creators_name: Battiston, Stefano creators_name: Garlaschelli, Diego creators_name: Catanzaro, Michele creators_id: guido.caldarelli@imtlucca.it creators_id: creators_id: diego.garlaschelli@imtlucca.it creators_id: title: Emergence of complexity in financial networks ispublished: pub subjects: HG subjects: QC divisions: EIC full_text_status: none 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. date: 2004 date_type: published series: Lecture Notes in Physics number: 650 publisher: Springer-Verlag pagerange: 399-423 id_number: 10.1007/b98716 refereed: TRUE isbn: 978-3-540-22354-2 book_title: Emergence of Complexity in Financial Networks editors_name: Ben-Naim, Eli editors_name: Frauenfelder, Hans editors_name: Toroczkai, Zoltan official_url: http://dx.doi.org/10.1007/978-3-540-44485-5_18 citation: 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)