Table 2 Anticipation network features. Number of nodes, edges and average degree are 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 column shows the Degree Assortativity of the directed 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 S2)
From: Mapping individual behavior in financial markets: synchronization and anticipation
Asset | Number of nodes | Number of edges | Average out-degree | Poisson KS test p-value | Assortativity coefficient |
|---|---|---|---|---|---|
TEF | 326 | 777 | 2.38 | <10−5 | 0.01 |
SAN | 130 | 140 | 1.08 | <10−5 | 0.05 |
BBVA | 44 | 30 | 0.68 | <10−5 | −0.13 |
ELE | 38 | 30 | 0.79 | <10−5 | −0.26 |
EZE | 27 | 18 | 0.67 | <10−5 | 0.04 |
ZEL | 24 | 16 | 0.67 | <10−5 | 0.10 |
REP | 24 | 19 | 0.79 | 0.00005 | 0.33 |
GAS | 2 | 1 | 0.50 | 0.30964 | 0.00 |