466 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- Centre National de la Recherche ScientifiqueFR31 papers
- Laboratoire Matière et Systèmes ComplexesFR20 papers
- UMR Géographie-citésFR12 papers
- Centre d'Analyse et de Mathématique SocialesFR9 papers
- University College LondonGB9 papers
- Commissariat à l'Énergie Atomique et aux Énergies AlternativesFR8 papers
- CEA Paris-SaclayFR6 papers
- Service de Physique de l'État CondenséFR6 papers
- Centre de Recherche en Épistémologie AppliquéeFR5 papers
- École PolytechniqueFR5 papers
- École des hautes études en sciences socialesFR4 papers
- Institut d'Etudes Politiques de ParisFR4 papers
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2 papers · 1 filter
q-fin.ST2024
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
Ixandra Achitouv, Vincent Lahoche, Dine Ousmane Samary
Financial stock return correlations have been analyzed through the lens of random matrix theory to differentiate the underlying signal from spurious correlations. The continuous sp…
q-fin.ST2024★ 1 cited
Inferring financial stock returns correlation from complex network analysis
Ixandra Achitouv
Financial stock returns correlations have been studied in the prism of random matrix theory, to distinguish the signal from the "noise". Eigenvalues of the matrix that are above th…