The paper defines and detects largest strong correlation balanced modules in statistically validated signed stock networks and shows they enlarge during Chinese market crises while rotating across sectors.
Identifying sy stemically important financial institutions in complex net work: A case study of Chinese stock market
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Finding Core Balanced Modules in Statistically Validated Stock Networks
The paper defines and detects largest strong correlation balanced modules in statistically validated signed stock networks and shows they enlarge during Chinese market crises while rotating across sectors.