Pages that link to "Item:Q4646791"
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The following pages link to Dissecting financial markets: sectors and states (Q4646791):
Displayed 14 items.
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- Inter-pattern speculation: beyond minority, majority and \$-games (Q844569) (← links)
- Scale invariance and criticality in financial markets (Q1873925) (← links)
- Ordinal synchronization and typical states in high-frequency digital markets (Q2139969) (← links)
- New collectivity measures for financial covariances and correlations (Q2170574) (← links)
- PCA meets RG (Q2401447) (← links)
- Criticality of mostly informative samples: a Bayesian model selection approach (Q3302121) (← links)
- Statistical criticality arises in most informative representations (Q3303364) (← links)
- Detecting intraday financial market states using temporal clustering (Q4554234) (← links)
- Agglomerative likelihood clustering (Q5020009) (← links)
- A new attempt to identify long-term precursors for endogenous financial crises in the market correlation structures (Q5078664) (← links)
- Dynamic instability in a phenomenological model of correlated assets (Q5239296) (← links)
- Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)
- Identifying dominant industrial sectors in market states of the S&P 500 financial data (Q6058915) (← links)