TY  - JOUR
SP  - 363
AV  - none
EP  - 371
N2  - We review the recent approach of correlation based networks of financial equities. We investigate portfolio of stocks at different time horizons, financial indices and volatility time series and we show that meaningful economic information can be extracted from noise dressed correlation matrices. We show that the method can be used to falsify widespread market models by directly comparing the topological properties of networks of real and artificial markets.
IS  - 2
TI  - Networks of equities in financial markets
VL  - 38
A1  - Bonanno, Giovanni
A1  - Caldarelli, Guido
A1  - Lillo, Fabrizio
A1  - Miccichè, Salvatore
A1  - Vandewalle, Nicolas
A1  - Mantegna, Rosario Nunzio
ID  - eprints1124
JF  - The European Physical Journal B - Condensed Matter
SN  - 1434-6028
KW  - PACS: 89.75.Fb Structures and organization in complex systems - 89.75.Hc Networks and genealogical trees - 89.65.Gh Economics; econophysics
KW  -  financial markets
KW  -  business and management
UR  - http://dx.doi.org/10.1140/epjb/e2004-00129-6
PB  - Springer-Verlag
Y1  - 2004/05//
ER  -