Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations

doi:10.1371/journal.pone.0133679

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Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations

Fig 5

Communities of the Nikkei 225 (daily closing prices from 2001 to 2011) generated using the modified Louvain algorithm [7].

Each community is labelled with the number of stocks, and the pie chart represents the relative composition of each community based on the industry sectors of the constituent stocks (colour legend in Table 1). The link weights are negative, indicating that the communities are all residually anti-correlated.

doi: https://doi.org/10.1371/journal.pone.0133679.g005

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Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations

Fig 5

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