ArticleEntropy (Basel, Switzerland)2018
Relationship between Entropy and Dimension of Financial Correlation-Based Network.
Article in Entropy (Basel, Switzerland), 2018. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 3 papers.
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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Who cites it
3 citing papers in PubMed.
- Network geometry and market instability.Royal Society open science · 2021Article
- Structural Change and Dynamics of Pakistan Stock Market during Crisis: A Complex Network Perspective.Entropy (Basel, Switzerland) · 2019Article
- Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.Entropy (Basel, Switzerland) · 2018Article
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Authors and funding
2 authors.
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Abstract
We analyze the dimension of a financial correlation-based network and apply our analysis to characterize the complexity of the network. First, we generalize the volume-based dimension and find that it is well defined by the correlation-based network. Second, we establish the relationship between the Rényi index and the volume-based dimension. Third, we analyze the meaning of the dimensions sequence, which characterizes the level of departure from the comparison benchmark based on the randomized time series. Finally, we use real stock market data from three countries for empirical analysis. In some cases, our proposed analysis method can more accurately capture the structural differences of networks than the power law index commonly used in previous studies.
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Registered trials
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