发帖
雷达卡
摘要翻译：
研究了世界60种货币的汇率时间序列的相关矩阵。给出了金、银和铂的最小生成树(MST)图。对这些图形以及四种不同的货币组（主要的、流动的、较少流动的和不可交易的）讨论了像缩放一样的逆幂。美元和相关货币的比例变化最大。
---
英文标题：
《Minimal Spanning Tree graphs and power like scaling in FOREX networks》
---
作者：
A Z Gorski, S. Drozdz, J. Kwapien
---
最新提交年份：
2008
---
分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
--
一级分类：Physics 物理学
二级分类：Physics and Society 物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
--
---
英文摘要：
Correlation matrices of foreign exchange rate time series are investigated for 60 world currencies. Minimal Spanning Tree (MST) graphs for the gold, silver and platinum are presented. Inverse power like scaling is discussed for these graphs as well as for four distinct currency groups (major, liquid, less liquid and non-tradable). The worst scaling has been found for USD and related currencies.
---
PDF链接：
https://arxiv.org/pdf/0809.0437
京公网安备 11010802022788号
