Identifying dominant industrial sectors in market states of the S&P 500 financial data

DOI10.1088/1742-5468/accce0arXiv2208.14106OpenAlexW4367322800MaRDI QIDQ6058915

Tobias Wand, Oliver Kamps, Martin Hessler

Publication date: 1 November 2023

Published in: Journal of Statistical Mechanics: Theory and Experiment (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2208.14106

zbMATH Keywords

clusteringfinanceeconophysicsmarket statesexplainable AI

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Unnamed Item
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• A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets
• Bayesian Probability Theory
• Introduction to Econophysics
• Uncovering the dynamics of correlation structures relative to the collective market motion

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