Matches in SemOpenAlex for { <https://semopenalex.org/work/W3196232445> ?p ?o ?g. }
- W3196232445 abstract "Abstract Financial markets are paradigmatic examples of complex systems and have been compared to ecological networks in which different species (firms) interact and co-evolve. A central object governing species dynamics in ecology is the community matrix, whose elements are closely related to pairwise interspecific interaction coefficients. Using this ecological analogy we propose a method, based on the Maximum Entropy (MaxEnt) principle, that allows us to infer candidates for an economic community matrix from time series data of market values. To assess the usefulness of this picture, we construct community matrices for a set of companies belonging to the Fortune 500 list and perform a community analysis on the resultant networks. This analysis shows these networks to strongly reflect the known industry groupings of the firms. We conclude therefore that our community matrices capture non-trivial information about the interaction of firms, not immediately apparent from the covariance of market values. We anticipate our approach being useful in elucidating further aspects of market structure, as well as forming the basis of forecasting market dynamics." @default.
- W3196232445 created "2021-08-30" @default.
- W3196232445 creator A5013667779 @default.
- W3196232445 creator A5020629788 @default.
- W3196232445 date "2021-04-01" @default.
- W3196232445 modified "2023-09-26" @default.
- W3196232445 title "Markets as ecological networks: inferring interactions and identifying communities" @default.
- W3196232445 cites W1574010683 @default.
- W3196232445 cites W1973383209 @default.
- W3196232445 cites W1982514201 @default.
- W3196232445 cites W1983345514 @default.
- W3196232445 cites W1992058928 @default.
- W3196232445 cites W2006333907 @default.
- W3196232445 cites W2032558547 @default.
- W3196232445 cites W2044713944 @default.
- W3196232445 cites W2046050648 @default.
- W3196232445 cites W2047940964 @default.
- W3196232445 cites W2049546703 @default.
- W3196232445 cites W2069994241 @default.
- W3196232445 cites W2070304262 @default.
- W3196232445 cites W2081201855 @default.
- W3196232445 cites W2084585676 @default.
- W3196232445 cites W2092685486 @default.
- W3196232445 cites W2095293504 @default.
- W3196232445 cites W2107904695 @default.
- W3196232445 cites W2132453181 @default.
- W3196232445 cites W2135636780 @default.
- W3196232445 cites W2151295828 @default.
- W3196232445 cites W2156223092 @default.
- W3196232445 cites W2313363431 @default.
- W3196232445 cites W2337888439 @default.
- W3196232445 cites W2460836749 @default.
- W3196232445 cites W2741954610 @default.
- W3196232445 cites W2831838051 @default.
- W3196232445 cites W2889840479 @default.
- W3196232445 cites W2946021106 @default.
- W3196232445 cites W2951429788 @default.
- W3196232445 cites W2952758388 @default.
- W3196232445 cites W3043905621 @default.
- W3196232445 cites W3098742898 @default.
- W3196232445 cites W3122305330 @default.
- W3196232445 cites W4206049288 @default.
- W3196232445 cites W4235019172 @default.
- W3196232445 cites W4235169531 @default.
- W3196232445 cites W4246237884 @default.
- W3196232445 cites W4252028749 @default.
- W3196232445 cites W4299993032 @default.
- W3196232445 doi "https://doi.org/10.1093/comnet/cnab022" @default.
- W3196232445 hasPublicationYear "2021" @default.
- W3196232445 type Work @default.
- W3196232445 sameAs 3196232445 @default.
- W3196232445 citedByCount "2" @default.
- W3196232445 countsByYear W31962324452022 @default.
- W3196232445 countsByYear W31962324452023 @default.
- W3196232445 crossrefType "journal-article" @default.
- W3196232445 hasAuthorship W3196232445A5013667779 @default.
- W3196232445 hasAuthorship W3196232445A5020629788 @default.
- W3196232445 hasBestOaLocation W31962324451 @default.
- W3196232445 hasConcept C10138342 @default.
- W3196232445 hasConcept C106301342 @default.
- W3196232445 hasConcept C110872660 @default.
- W3196232445 hasConcept C111472728 @default.
- W3196232445 hasConcept C121332964 @default.
- W3196232445 hasConcept C133079900 @default.
- W3196232445 hasConcept C138885662 @default.
- W3196232445 hasConcept C149782125 @default.
- W3196232445 hasConcept C154945302 @default.
- W3196232445 hasConcept C162324750 @default.
- W3196232445 hasConcept C177264268 @default.
- W3196232445 hasConcept C184898388 @default.
- W3196232445 hasConcept C18903297 @default.
- W3196232445 hasConcept C19244329 @default.
- W3196232445 hasConcept C199360897 @default.
- W3196232445 hasConcept C2522767166 @default.
- W3196232445 hasConcept C2780801425 @default.
- W3196232445 hasConcept C41008148 @default.
- W3196232445 hasConcept C4590074 @default.
- W3196232445 hasConcept C521332185 @default.
- W3196232445 hasConcept C62520636 @default.
- W3196232445 hasConcept C63644423 @default.
- W3196232445 hasConcept C86803240 @default.
- W3196232445 hasConceptScore W3196232445C10138342 @default.
- W3196232445 hasConceptScore W3196232445C106301342 @default.
- W3196232445 hasConceptScore W3196232445C110872660 @default.
- W3196232445 hasConceptScore W3196232445C111472728 @default.
- W3196232445 hasConceptScore W3196232445C121332964 @default.
- W3196232445 hasConceptScore W3196232445C133079900 @default.
- W3196232445 hasConceptScore W3196232445C138885662 @default.
- W3196232445 hasConceptScore W3196232445C149782125 @default.
- W3196232445 hasConceptScore W3196232445C154945302 @default.
- W3196232445 hasConceptScore W3196232445C162324750 @default.
- W3196232445 hasConceptScore W3196232445C177264268 @default.
- W3196232445 hasConceptScore W3196232445C184898388 @default.
- W3196232445 hasConceptScore W3196232445C18903297 @default.
- W3196232445 hasConceptScore W3196232445C19244329 @default.
- W3196232445 hasConceptScore W3196232445C199360897 @default.
- W3196232445 hasConceptScore W3196232445C2522767166 @default.
- W3196232445 hasConceptScore W3196232445C2780801425 @default.
- W3196232445 hasConceptScore W3196232445C41008148 @default.
- W3196232445 hasConceptScore W3196232445C4590074 @default.