November 2013
Beginner
164 pages
3h 46m
English
In this chapter, we focused on financial networks and used the igraph package of R, which provided effective tools for network simulation, manipulation, visualization, and analysis. We learned how to read in network data and how to explore the network's basic properties. We discovered that our illustrative market data exhibited significant structural changes due to the crisis. In the final part we showed a simple method of finding systematically important players within the network.
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