Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007--2008 credit crisis
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Cited by:
- Jaroonchokanan, Nawee & Termsaithong, Teerasit & Suwanna, Sujin, 2022. "Dynamics of hierarchical clustering in stocks market during financial crises," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 607(C).
- Loretti I. Dobrescu & Mihaela Neamtu & Gabriela Mircea, 2016. "Asset Price Dynamics in a Chartist-Fundamentalist Model with Time Delays: A Bifurcation Analysis," Discrete Dynamics in Nature and Society, Hindawi, vol. 2016, pages 1-15, February.
- Marya Bazzi & Mason A. Porter & Stacy Williams & Mark McDonald & Daniel J. Fenn & Sam D. Howison, 2014. "Community detection in temporal multilayer networks, with an application to correlation networks," Papers 1501.00040, arXiv.org, revised Dec 2017.
- Carlo Piccardi, 2011. "Finding and Testing Network Communities by Lumped Markov Chains," PLOS ONE, Public Library of Science, vol. 6(11), pages 1-13, November.
- Xin Yang & Shigang Wen & Zhifeng Liu & Cai Li & Chuangxia Huang, 2019. "Dynamic Properties of Foreign Exchange Complex Network," Mathematics, MDPI, vol. 7(9), pages 1-19, September.
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