This paper uses a multidisciplinary case study approach to investigate patterns as well as the underlying dynamics in dynamics in media investment and finance. The objective is to extract relevant formations and evaluate their specific attributes. This paper presents a novel idea using so-called weighted quasi-bicliques to find dense places of connectivity in network structures. This helps in extracting missing company-company interactions from relationship data which is an improvement over previous approaches.
Who pulls the strings behind the scenes? Analysing power structures of international media finance networks with innovative graph-based methods – Sabine Baumann, Jade University and Oliver Eulenstein, Iowa State University
