Permutation invariant Gaussian matrix models for financial correlation matrices

DOI10.1016/J.PHYSA.2024.130015MaRDI QIDQ6608263FDOQ6608263

Authors: George Barnes, Sanjaye Ramgoolam, Michael Stephanou 

Publication date: 19 September 2024

Published in: Physica A (Search for Journal in Brave)

zbMATH Keywords

statistical mechanicsGaussianitysymmetric group representation theoryfinancial correlationshigh-frequency foreign exchange datapermutation invariant matrix models

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

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Cited In (1)

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