A tool for filtering information in complex systems

Michele Tumminello, Rosario Nunzio Mantegna, Di Matteo, Aste, Rosario N. Mantegna

Risultato della ricerca: Articlepeer review

465 Citazioni (Scopus)

Abstract

We introduce a technique to filter out complex data sets by extracting a subgraph of representative links. Such a filtering can be tuned up to any desired level by controlling the genus of the resulting graph. We show that this technique is especially suitable for correlation-based graphs, giving filtered graphs that preserve the hierarchical organization of the minimum spanning tree but containing a larger amount of information in their internal structure. In particular in the case of planar filtered graphs (genus equal to 0), triangular loops and four-element cliques are formed. The application of this filtering procedure to 100 stocks in the U.S. equity markets shows that such loops and cliques have important and significant relationships with the market structure and properties.
Lingua originaleEnglish
pagine (da-a)10421-10426
RivistaProceedings of the National Academy of Sciences of the United States of America
Volume102 (30)
Stato di pubblicazionePublished - 2005

All Science Journal Classification (ASJC) codes

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