图 书 馆
相关系统中的全局和局部动力学Global and Local Dynamics in Correlated Systems |
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| 课程网址: | http://videolectures.net/eccs07_matteo_gld/ |
| 主讲教师: | Tiziana Di Matteo |
| 开课单位: | 澳大利亚国立大学 |
| 开课时间: | 2007-12-14 |
| 课程语种: | 英语 |
| 中文简介: |  |
| 课程简介: | In this talk, we will show results concerning the characterization and visualization of correlations in financial systems by means of network analysis [1-4]. We will discuss results from the application of a new method which is able to construct complex graphs from cross-correlation matrices. Dynamical changes in the local topology and hierarchy of these graphs are detected and related to markets fluctuations [5]. [1] T. Aste, T. Di Matteo, S. T. Hyde, Physica A 346 (2005) 20-26; [2] M. Tumminello, T. Aste, T. Di Matteo, R. N. Mantegna, PNAS 102, n. 30 (2005) 10421 10426; [3] T. Aste and T. Di Matteo, Physica A 370 (2006) 156-161; [4] M. Tumminello, T. Aste, T. Di Matteo, and R. N. Mantegna, EPJB 55 (2007) 209-217; [5] F. Pozzi, T. Di Matteo, T. Aste, in preparation (2007). |
| 关 键 词: | 网络分析; 金融系统; 互相关矩阵 |
| 课程来源: | 视频讲座网 |
| 最后编审: | 2019-03-19：lxf |
| 阅读次数: | 50 |