◍wovepaper
SearchResearchersInstitutions
Sign in
researcher

H. Modest

6 papers hereh-index 591 citations12 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author1
  • middle author5

Across the 6 of 6 papers where every author was matched, so the position is known.

fields
  • astro-ph.CO4
  • physics.data-an1
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20102018
most citedLinear and nonlinear market correlations: characterizing financial crises and portfolio optimization

33 citations · 88 across the 6 of their papers we have counts for

collaborators
Showing 2017Show all

1 paper · 1 filter

q-fin.ST2017★ 33 cited

Linear and nonlinear market correlations: characterizing financial crises and portfolio optimization

Alexander Haluszczynski, Ingo Laut, Heike Modest +1

Pearson correlation and mutual information based complex networks of the day-to-day returns of US S&P500 stocks between 1985 and 2015 have been constructed in order to investigate…

◍wovepaper

Papers, researchers and institutions, woven together.

Explore
  • Search
  • Researchers
  • Institutions
Account
  • Library
  • Chat
Data
  • arXiv.org
  • Semantic Scholar
  • OpenAlex
  • Latest RSS
AboutContactPrivacyDevelopersllms.txtopenapi.json
Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.