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Global and Local Dynamics in Correlated Systems

Global and Local Dynamics in Correlated Systems

This video was recorded at 4th European Conference on Complex Systems. In this talk, we will show results concerning the characterization and visualization of correlations in financial systems by means of network analysis [1-4]. We will discuss results from the application of a new method which is able to construct complex graphs from cross-correlation matrices. Dynamical changes in the local topology and hierarchy of these graphs are detected and related to markets fluctuations [5]. [1] T. Aste, T. Di Matteo, S. T. Hyde, Physica A 346 (2005) 20-26; [2] M. Tumminello, T. Aste, T. Di Matteo, R. N. Mantegna, PNAS 102, n. 30 (2005) 10421 10426; [3] T. Aste and T. Di Matteo, Physica A 370 (2006) 156-161; [4] M. Tumminello, T. Aste, T. Di Matteo, and R. N. Mantegna, EPJB 55 (2007) 209-217; [5]... Show More

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