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Paper Abstract and Keywords
Presentation 2006-01-24 16:35
Estimating Structures of Complex Networks Hidden in Nikkei 225 Stock Market
Tomoya Suzuki (Tokyo Denki Univ.), Tohru Ikeguchi (Saitama Univ.), Yoshihiko Horio (Tokyo Denki Univ.)
Abstract (in Japanese) (See Japanese page) 
(in English) Real systems consist of many elements interacting each other,
and the feature of interaction is often complex.
To model, control or predict these systems,
it is important to know how the elements interact each other,
that is, the structure of systems.
To detect such interactions only from time-series data, we have several
measures, for example, the correlation coefficient,
the partial-correlation coefficient, and the transfer entropy.

In our study,
we examined the performance of these measures
according to network topologies: a regular network, a random network
or a small-world network.
In addition, we applied these measures to estimate interactions
hidden in a financial system, Nikkei 225, by using real stock prices of
the major companies.
Then, we show the estimated network has a characteristic structure,
such as the small-world network.
Keyword (in Japanese) (See Japanese page) 
(in English) Small-world networks / Transfer entropy / Coupled map lattice / Econophysics / / / /  
Reference Info. IEICE Tech. Rep., vol. 105, no. 547, NLP2005-122, pp. 135-140, Jan. 2006.
Paper # NLP2005-122 
Date of Issue 2006-01-17 (NLP) 
ISSN Print edition: ISSN 0913-5685  Online edition: ISSN 2432-6380
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Conference Information
Committee NLP  
Conference Date 2006-01-24 - 2006-01-25 
Place (in Japanese) (See Japanese page) 
Place (in English) Shikoku Univ. 
Topics (in Japanese) (See Japanese page) 
Topics (in English) general 
Paper Information
Registration To NLP 
Conference Code 2006-01-NLP 
Language English (Japanese title is available) 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) Estimating Structures of Complex Networks Hidden in Nikkei 225 Stock Market 
Sub Title (in English)  
Keyword(1) Small-world networks  
Keyword(2) Transfer entropy  
Keyword(3) Coupled map lattice  
Keyword(4) Econophysics  
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1st Author's Name Tomoya Suzuki  
1st Author's Affiliation Tokyo Denki University (Tokyo Denki Univ.)
2nd Author's Name Tohru Ikeguchi  
2nd Author's Affiliation Saitama University (Saitama Univ.)
3rd Author's Name Yoshihiko Horio  
3rd Author's Affiliation Tokyo Denki University (Tokyo Denki Univ.)
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Speaker
Date Time 2006-01-24 16:35:00 
Presentation Time 25 
Registration for NLP 
Paper # IEICE-NLP2005-122 
Volume (vol) IEICE-105 
Number (no) no.547 
Page pp.135-140 
#Pages IEICE-6 
Date of Issue IEICE-NLP-2006-01-17 


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