Characteristics of networks in financial markets
We investigate the financial network of the Korea Stock Exchange (KSE) using numerical simulations and scaling arguments. The frequency of degree and the edge density for a real stock market graph are mainly discussed from a numerical point of view. In particular, our frequency of degree follows approximately the power law distribution. (C) 2007 Elsevier B.V. All rights reserved.
- Publisher
- ELSEVIER SCIENCE BV
- Issue Date
- 2007-07
- Language
- English
- Article Type
- Article; Proceedings Paper
- Citation
COMPUTER PHYSICS COMMUNICATIONS, v.177, pp.184 - 185
- ISSN
- 0010-4655
- Appears in Collection
- PH-Journal Papers(저널논문)
- Files in This Item
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