Table 1 Synchronization Network Features. Number of nodes, edges and average degree is shown in the first three columns for all networks. Fourth column refers to a Null Hypothesis testing based on Kolmogorov–Smirnov (KS) statistic for rejecting the hypothesis that underlying distribution for node out-degrees is a Poisson distribution, only p-value is shown. Fifth and sixth column show the Clustering Coefficient and Degree Assortativity of the undirected graph. The networks in this table have been built using “FDR” as described in methods section. Similar results can be found when using Bonferroni (see table S1)
From: Mapping individual behavior in financial markets: synchronization and anticipation
Asset | Number of nodes | Number of edges | Average degree | Poisson KS test p-value | Clustering coefficient | Assortativity coefficient |
|---|---|---|---|---|---|---|
TEF | 400 | 8774 | 43.87 | <10−5 | 0.38 | 0.14 |
SAN | 210 | 2086 | 19.87 | <10−5 | 0.32 | 0.10 |
BBVA | 92 | 397 | 8.63 | 0.00036 | 0.37 | 0.00 |
ELE | 77 | 314 | 8.16 | <10−5 | 0.36 | 0.20 |
EZE | 77 | 180 | 4.68 | 0.00201 | 0.21 | 0.00 |
ZEL | 60 | 173 | 5.77 | 0.08251 | 0.31 | −0.01 |
REP | 58 | 179 | 6.17 | 0.00220 | 0.32 | 0.13 |
GAS | 25 | 55 | 4.40 | 0.63592 | 0.27 | −0.01 |