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arXiv · 1706.05543

Transfer entropy between communities in complex networks

Jan Korbel·Xiongfei Jiang·Bo Zheng
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Abstract

With the help of transfer entropy, we analyze information flows between communities of complex networks. We show that the transfer entropy provides a coherent description of interactions between communities, including non-linear interactions. To put some flesh on the bare bones, we analyze transfer entropies between communities of five largest financial markets, represented as networks of interacting stocks. Additionally, we discuss information transfer of rare events, which is analyzed by R\'enyi transfer entropy.

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Jan Korbel, Xiongfei Jiang, Bo Zheng. 2017-06-17. Transfer entropy between communities in complex networks. https://doi.org/10.3390/e21111124

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