Dynamics of cluster structure in financial correlation matrix
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Cites work
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- Asset Trees and Asset Graphs in Financial Markets
- Characteristics of networks in financial markets
- Cleaning large correlation matrices: tools from random matrix theory
- Cluster analysis for portfolio optimization
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- Clustering financial time series: an application to mutual funds style analysis
- Clustering of time series data -- a survey
- Complex dynamical behaviors of daily data series in stock exchange
- Graph clustering
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 819510 (Why is no real title available?)
- Measuring the Complexity of Currency Markets by Fractal Dimension Analysis
- Mining market data: a network approach
- Statistical analysis of financial networks
- Time series clustering via community detection in networks
Cited in
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- Fractal structure in the S\&P500: a correlation-based threshold network approach
- Equity clusters through the lens of realized semicorrelations
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- Applying correlation dimension to the analysis of the evolution of network structure
- Generalized correlation dimension and heterogeneity of network spaces
- scientific article; zbMATH DE number 5360788 (Why is no real title available?)
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- A review of two decades of correlations, hierarchies, networks and clustering in financial markets
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- Quantifying the dynamics of financial correlations
- A dynamic latent-space model for asset clustering
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