IMT Institutional Repository: No conditions. Results ordered -Date Deposited. 2024-03-28T15:48:14ZEPrintshttp://eprints.imtlucca.it/images/logowhite.pnghttp://eprints.imtlucca.it/2012-02-20T13:43:10Z2013-11-20T14:30:41Zhttp://eprints.imtlucca.it/id/eprint/1134This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/11342012-02-20T13:43:10ZTopology of correlation-based minimal spanning trees in real and model marketsWe compare the topological properties of the minimal spanning tree obtained from a large group of stocks traded at the New York Stock Exchange during a 12-year trading period with the one obtained from surrogated data simulated by using simple market models. We find that the empirical tree has features of a complex network that cannot be reproduced, even as a first approximation, by a random market model and by the widespread one-factor model.Giovanni BonannoGuido Caldarelliguido.caldarelli@imtlucca.itFabrizio LilloRosario Nunzio Mantegna2012-02-15T15:49:49Z2012-02-15T15:49:49Zhttp://eprints.imtlucca.it/id/eprint/1125This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/11252012-02-15T15:49:49ZVirtual Round Table on ten leading questions for network researchThe following discussion is an edited summary of the public debate started during the conference "Growing Networks and Graphs in Statistical Physics, Finance, Biology and Social Systems" held in Rome in September 2003. Drafts documents were circulated electronically among experts in the field and additions and follow-up to the original discussion have been included. Among the scientists participating to the discussion L.A.N. Amaral, A. Barrat, A.L. Barabasi, G. Caldarelli, P. De Los Rios, A. Erzan, B. Kahng, R. Mantegna, J.F.F. Mendes, R. Pastor-Satorras, A. Vespignani are acknowledged for their contributions and editing. Luis A. N. AmaralAlain BarratGuido Caldarelliguido.caldarelli@imtlucca.itAlbert-László BarabásiPaolo De Los RiosAyşe ErzanByungnam KahngRosario Nunzio MantegnaJosè F. F. MendesRomualdo Pastor-SatorrasAlessandro Vespignani2012-02-15T15:33:23Z2012-02-15T15:33:23Zhttp://eprints.imtlucca.it/id/eprint/1124This item is in the repository with the URL: http://eprints.imtlucca.it/id/eprint/11242012-02-15T15:33:23ZNetworks of equities in financial marketsWe 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.Giovanni BonannoGuido Caldarelliguido.caldarelli@imtlucca.itFabrizio LilloSalvatore MiccichèNicolas VandewalleRosario Nunzio Mantegna