摘要翻译：
我们提出了一种新的方法来表达许多复杂系统中固有的网络结构的尺度相关拓扑描述。该技术基于“分区解耦零模型”，这是一种新的零模型，将聚类分区的相互作用纳入随机模型，并推广了高斯集成。作为一个应用，我们分析了从纽约证券交易所和纳斯达克股票四年收盘价格得出的相关矩阵。在这个例子中，我们展示了（1）一个由两个相互作用的市场分区组成的自然结构，它们都同意并推广了标准的规模概念（例如，部门和行业）；（2）第一个分区中的结构，这是一个被称为“部门旋转”的众所周知的资本流动模式的拓扑表现。我们的方法产生了对底层时间序列的多分辨率分析的自然形式，它根据其聚类的不同尺度的影响自然地分解基本数据。股票市场是一个典型的复杂系统，我们期望我们的方法将有助于理解一个广泛的复杂系统，其中存在相关结构。
---
英文标题：
《Topological structures in the equities market network》
---
作者：
Greg Leibon, Scott D. Pauls, Daniel N. Rockmore, Robert Savell
---
最新提交年份：
2008
---
分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Pricing of Securities        证券定价
分类描述：Valuation and hedging of financial securities, their derivatives, and structured products
金融证券及其衍生产品和结构化产品的估值和套期保值
--
一级分类：Physics        物理学
二级分类：Data Analysis, Statistics and Probability        数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
--
一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
--

---
英文摘要：
  We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. 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 four years of close prices of equities in the NYSE and NASDAQ. In this example we expose (1) a natural structure composed of two interacting partitions of the market that both agrees with and generalizes standard notions of scale (eg., sector and industry) and (2) structure in the first partition that is a topological manifestation of a well-known pattern of capital flow called "sector rotation.'' Our approach gives rise to a natural form of multiresolution analysis of the underlying time series that naturally decomposes the basic data in terms of the effects of the different scales at which it clusters. The equities market is a prototypical complex system and we expect that our approach will be of use in understanding a broad class of complex systems in which correlation structures are resident.
---
PDF链接：
https://arxiv.org/pdf/0805.3470