Abstract

http://ssrn.com/abstract=1016048
 
 

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Dynamics and Structure of the Main Italian Companies


Juan Gabriel Brida


Universidad de la República; Free University of Bolzano

Wiston Adrián Risso


University of Siena - Department of Economics

June 3, 2011

International Journal of Modern Physics C (Computational Physics and Physical Computation), Vol. 18, No. 11, pp. 1783–1793, 2007

Abstract:     
Financial Markets can be modeled as complex systems. The Hugh quantity and different information affecting these markets is a remarked characteristic. However some of this information can be recover by constructing a topology of the market. We develop a symbolic method in order to study relationships in the financial markets by constructing Minimal Spanning Tree (MST) and Hierarchical Tree (HT). Method is successfully applied to the Italian Financial market detecting clusters with economic sense. This classification is helpful in portfolio construction and studying industrial networks.

Number of Pages in PDF File: 11

Keywords: Symbolic Time Series Analysis, Cluster Analysis, Financial Asset Returns

JEL Classification: C10, C14, G10

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Date posted: September 22, 2007 ; Last revised: June 5, 2011

Suggested Citation

Brida, Juan Gabriel and Risso, Wiston Adrián, Dynamics and Structure of the Main Italian Companies (June 3, 2011). International Journal of Modern Physics C (Computational Physics and Physical Computation), Vol. 18, No. 11, pp. 1783–1793, 2007. Available at SSRN: http://ssrn.com/abstract=1016048

Contact Information

Juan Gabriel Brida (Contact Author)
Universidad de la República ( email )
Av. 18 de Julio
Montevideo, 1968
Uruguay
Free University of Bolzano ( email )
Via Sernesi 1
39100 Bolzano
Italy
Wiston Adrián Risso
University of Siena - Department of Economics ( email )
Piazza S. Francesco, 7
Siena, I-53100
Italy
00390577235058 (Phone)
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