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原文連結
論文資訊
- 類型:已發表論文
- 日期:2008
摘要
We present a new method for articulating scale-dependent topological descriptions of the 網絡 structure inherent in many 複雜系統s. The technique is based on “partition decoupled null models,” a new class of null models that incorporate the interaction of clustered partitions into a random model and generalize the Gaussian ensemble. As an application, we analyze a correlation matrix derived from 4 years of close prices of equities in the New York Stock Exchange (NYSE) and National Association of Securities Dealers Automated Quotation (NASDAQ). In this example, we expose (i) a natural structure composed of 2 interacting partitions of the market that both agrees with and generalizes standard notions of scale (e.g., sector and industry) and (ii) structure in the first partition that is a topologica
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