works on
financial time series 1phase transition 1random matrix theory 1semicircle law deformation 1temporal correlations 1

From the 1 of 1 linked paper with an AI index.

collaborators

1 paper

cond-mat.stat-mech2026

Deformation of semi-circle law for the correlated time series and Phase transition

Masato Hisakado, Takuya Kaneko

The paper analyzes random matrices built from temporally correlated financial time series, showing how the eigenvalue distribution deviates from the classic semicircle law and iden…