Constructing networks by filtering correlation matrices: A null model approach
Kojaku, Sadamori; Masuda, Naoki;
Subject: Physics - Physics and Society
Network analysis has been applied to various correlation matrix data. Thresholding on the value of the pairwise correlation is probably the most straightforward and common method to create a network from a correlation matrix. However, there have been criticisms on this ... View more
 J.-P. Onnela, K. Kaski, and J. Kertész. Clustering and information in correlation based financial networks. Eur. Phys. J. B, 38:353-362, 2004.
 C. K. Tse, J. Liu, and F. C. M. Lau. A network perspective of the stock market. J. Emp. Fin., 17:659-667, 2010.
 M. E. J. Newman. Networks, 2nd edition. Oxford University Press, Oxford, 2018.
 M. Rubinov and O. Sporns. Complex network measures of brain connectivity: Uses and interpretations. NeuroImage, 52:1059-1069, 2010.
 B. C. M. van Wijk, C. J. Stam, and A. Daffertshofer. Comparing brain networks of different size and connectivity density using graph theory. PLOS ONE, 5:e13701, 2010.
 M. Zanin, P. Sousa, D. Papo, R. Bajo, J. García-Prieto, F. del Pozo, E. Menasalvas, and S. Boccaletti. Optimizing functional network representation of multivariate time series. Sci. Rep., 2:630, 2012.
 F. De Vico Fallani, J. Richiardi, M. Chavez, and S. Achard. Graph analysis of functional brain networks: practical issues in translational neuroscience. Phil. Trans. Royal Soc. B: Biological Sciences, 369:20130521, 2014.
 F. Kose, W. Weckwerth, T. Linke, and O. Fiehn. Visualizing plant metabolomic correlation networks using clique-metabolite matrices. Bioinformatics, 17:1198-1208, 2001.
 R. N. Mantegna. Hierarchical structure in financial markets. Eur. Phys. J. B, 11:193-197, 1999.
 M. Tumminello, T. Aste, T. Di Matteo, and R. N. Mantegna. A tool for filtering information in complex systems. Proc. Natl. Acad. Sci. USA, 102:10421-10426, 2005.