collaborators

1 paper

q-fin.ST2024

Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm

M. Mijaíl Martínez-Ramos, Parisa Majari, Andres R. Cruz-Hernández +2

We analyze correlation structures in financial markets by coarse graining the Pearson correlation matrices according to market sectors to obtain Guhr matrices using Guhr's correlat…