

Network analysis of the credit crisis spread - hotpockets
http://arxivblog.com/?p=1097
http://arxiv.org/pdf/0901.1392v1
======
jfarmer
The paper is very short. He basically applies principles outlined in the first
two papers cited to the market over the last year.

"Some distance properties of latent root and vector methods used in
multivariate analysis"
[http://biomet.oxfordjournals.org/cgi/content/abstract/53/3-4...](http://biomet.oxfordjournals.org/cgi/content/abstract/53/3-4/325)

"Hierarchical StructureinFinancial Markets" <http://arxiv.org/pdf/cond-
mat/9802256>

The first is behind a journal wall, but if you're at a university you should
probably have access. The second is free for everyone! Yay.

------
mattyfo
I love this paper, only thing that blows my mind is the two formula's he came
up with to calculate correlation matrix and adjacency matrix...anyone know
where I can begin to learn such things?

~~~
hotpockets
Perhaps this would help: <http://en.wikipedia.org/wiki/Correlation>

I have only just skimmed the paper so far and can't really comment more on it
right now.

In case anyone else is interested, this is the link to the paper:
<http://arxiv.org/pdf/0901.1392v1>

~~~
mattyfo
Thanks hotpockets, I guess it's time to study now :)

------
iamwil
Anyone know what kind of math is used for these network analysis? Linear
Algebra?

