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20202025
most citedDynamics of the market states in the space of correlation matrices with applications to financial markets

1 citations · 3 across the 4 of their papers we have counts for

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q-fin.ST2025

From sectorial coarse graining to extreme coarse graining of S&P 500 correlation matrices

Manan Vyas, M. Mijaíl Martínez-Ramos, Parisa Majari +1

Starting from the Pearson Correlation Matrix of stock returns and from the desire to obtain a reduced number of parameters relevant for the dynamics of a financial market, we propo…