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Fig. 10 | Applied Network Science

Fig. 10

From: Partial correlation financial networks

Fig. 10

L2 difference between the weight placed on each node in the optimal portfolio vs degree centrality of each node (left) and the sum of the precision matrix diagonal (right). The differences between the optimal portfolio and the degree centrality can be quite large, but most of the difference can be explained by the sum of the precision matrix diagonal. a Optimal Portfolio vs Degree Centrality b Sum of precision matrix diagonal

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