英文标题:
《Transfer entropy between communities in complex networks》
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作者:
Jan Korbel, Xiongfei Jiang and Bo Zheng
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最新提交年份:
2017
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英文摘要:
With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between communities, including non-linear interactions. To put some flesh on the bare bones, we analyze transfer entropies between communities of five largest financial markets, represented as networks of interacting stocks. Additionally, we discuss information transfer of rare events, which is analyzed by R\\\'enyi transfer entropy.
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中文摘要:
借助传递熵,我们分析了复杂网络社区之间的信息流。我们表明,转移熵提供了社区之间相互作用的一致描述,包括非线性相互作用。为了让我们更深入地了解情况,我们分析了五大金融市场社区之间的转移熵,以相互作用的股票网络为代表。此外,我们还讨论了罕见事件的信息传递,并用R拞enyi传递熵对其进行了分析。
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分类信息:
一级分类:Quantitative Finance 数量金融学
二级分类:Statistical Finance 统计金融
分类描述:Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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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。
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