Kocheturov, Anton; Batsyn, Mikhail; Pardalos, Panos M. - In: Physica A: Statistical Mechanics and its Applications 413 (2014) C, pp. 523-533
In the course of recent fifteen years the network analysis has become a powerful tool for studying financial markets. In this work we analyze stock markets of the USA and Sweden. We study cluster structures of a market network constructed from a correlation matrix of returns of the stocks traded...