dorsal/arxiv
View SchemaCorrelation Networks Among Currencies
| Authors | Takayuki Mizuno, Hideki Takayasu, Misako Takayasu |
|---|---|
| Categories | |
| ArXiv ID | physics/0508164 |
| URL | https://arxiv.org/abs/physics/0508164 |
| DOI | 10.1016/j.physa.2005.08.079 |
Abstract
By analyzing the foreign exchange market data of various currencies, we derive a hierarchical taxonomy of currencies constructing minimal-spanning trees. Clustered structure of the currencies and the key currency in each cluster are found. The clusters match nicely with the geographical regions of corresponding countries in the world such as Asia or East Europe, the key currencies are generally given by major economic countries as expected.
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"abstract": "By analyzing the foreign exchange market data of various currencies, we\nderive a hierarchical taxonomy of currencies constructing minimal-spanning\ntrees. Clustered structure of the currencies and the key currency in each\ncluster are found. The clusters match nicely with the geographical regions of\ncorresponding countries in the world such as Asia or East Europe, the key\ncurrencies are generally given by major economic countries as expected.",
"arxiv_id": "physics/0508164",
"authors": [
"Takayuki Mizuno",
"Hideki Takayasu",
"Misako Takayasu"
],
"categories": [
"physics.soc-ph",
"physics.data-an",
"q-fin.ST"
],
"doi": "10.1016/j.physa.2005.08.079",
"title": "Correlation Networks Among Currencies",
"url": "https://arxiv.org/abs/physics/0508164"
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