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摘要翻译：
利用全球金融危机之前和期间的世界证券交易所指数数据，针对不同阈值和不同时期建立了指数集群和指数网络，从而可以根据指数之间的相关性分析集群是如何形成的，以及它们是如何在时间上演变的，特别是在金融危机期间。进一步分析了对应于相关矩阵第二高特征值的特征向量，揭示了在不同时区运行的市场所特有的结构。
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英文标题：
《Cluster formation and evolution in networks of financial market indices》
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作者：
Leonidas Sandoval Junior
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最新提交年份：
2011
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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
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英文摘要：
Using data from world stock exchange indices prior to and during periods of global financial crises, clusters and networks of indices are built for different thresholds and diverse periods of time, so that it is then possible to analyze how clusters are formed according to correlations among indices and how they evolve in time, particularly during times of financial crises. Further analysis is made on the eigenvectors corresponding to the second highest eigenvalues of the correlation matrices, revealing a structure peculiar to markets that operate in different time zones.
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PDF链接：
https://arxiv.org/pdf/1111.5069
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