***** To join INSNA, visit http://www.insna.org ***** My group has been doing some work in this area. In particular, see the following papers: http://people.maths.ox.ac.uk/~porterm/papers/fenn-pca_pub.pdf http://arxiv.org/abs/0905.4912 http://people.maths.ox.ac.uk/~porterm/papers/fenn_fx_short.pdf Also, though not networks per se, we also have a survey article on limit order books [and are planning on doing networky stuff with such data]: http://arxiv.org/abs/1012.0349 And if you look in, say, a couple of months, there should be another paper on limit order books on my website. (Well, let me be optimistic about when we will be ready to post the paper, even though it always takes longer than I think it will to finish...) ----- Mason ---------------------------------------------------------------------------- Mason A. Porter University Lecturer (and Tutorial Fellow, Somerville College) Oxford Centre for Industrial and Applied Mathematics Mathematical Institute, University of Oxford Homepage: http://www.maths.ox.ac.uk/~porterm, IM: tepid451 Blog: http://masonporter.blogspot.com/ ---------------------------------------------------------------------------- "That's my new excuse, and I'm sticking to it." (Me) ---------------------------------------------------------------------------- _____________________________________________________________________ SOCNET is a service of INSNA, the professional association for social network researchers (http://www.insna.org). To unsubscribe, send an email message to [log in to unmask] containing the line UNSUBSCRIBE SOCNET in the body of the message.