@article {IOPORT.05725249,
    author       = {Kyriakopoulos, F. and Thurner, S. and Puhr, C. and Schmitz, S.W.},
    title        = {Network and eigenvalue analysis of financial transaction networks.},
    year         = {2009},
    journal      = {The European Physical Journal B. Condensed Matter and Complex Systems},
    volume       = {71},
    number       = {4},
    issn         = {1434-6028},
    pages        = {523-531},
    publisher    = {EDP Sciences, Les Ulis; Springer, Heidelberg; Societ\`a Italiana di Fisica, Bologna},
    doi          = {10.1140/epjb/e2009-00255-7},
    abstract     = {Summary: We study a dataset containing all financial transactions between the accounts of practically all major financial players within Austria over one year. We empirically analyze transaction networks of money (in and out) flows and report the characteristic network parameters. We observe a significant dependence of network topology on the time scales of observation, and remarkably low correlation between node degrees and transaction volume. We further use transaction timeseries of the financial agents to compute covariance matrices and their eigenvalue spectra. Eigenvectors corresponding to eigenvalues deviating from the Marcenko-Pastur law are analyzed in detail. The potential for practical use as an automated detection mechanism for abnormal behavior of financial players is discussed. The opinion expressed in this paper is that of the authors and does not necessarily reflect the opinion of the OeNB or the ESCB.},
    identifier   = {05725249},
}