Hellenic Open University Conferences, International Conference on Business & Economics of the Hellenic Open University 2016

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Intellectual partnership in mathematical finance
Aristeidis Samitas, Andreas Andrikopoulos, Ilias Kampouris

##manager.scheduler.building##: Titania
##manager.scheduler.room##: Niki
Date: 2016-04-22 03:30 PM – 05:45 PM
Last modified: 2016-05-25

Abstract


Coauthorship is an essential element of collaborative work in science. Focusing on an interdisciplinary field, mathematical finance, this paper aims to map the structure of collaboration between scholars such as financial economists, mathematicians and financial engineers. We employ social network analysis in order to discover the central nodes and network architecture in published research articles in 8 leading journals of mathematical finance. We explore three different kinds of networks: authors, affiliations and countries. We find that collaboration networks are extensively integrated and they exhibit small-world properties, being highly clustered and mostly structured within a giant component.


Keywords


Mathematical finance; network analysis; authors’ collaboration; structure of academic networks

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