Kim, Yup; Kim, Jinho; Yook, Soon-Hyung - In: Physica A: Statistical Mechanics and its Applications 430 (2015) C, pp. 39-45
We study the topological properties of the information transfer networks (ITN) of the global financial market indices for six different periods. ITN is a directed weighted network, in which the direction and weight are determined by the transfer entropy between market indices. By applying the...