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cs.SI2026
Scaled Null-Adjusted Persistence: A Multiscale Bridge between Modularity and Persistence
Alessandro Avellone, Paolo Bartesaghi, Stefano Benati +1
Community detection methods must balance two competing objectives: identifying small, cohesive groups while avoiding excessive fragmentation. Modularity, the most widely adopted op…
q-fin.ST2026
Lower spectrum of financial correlation matrices: a new perspective on market synchronization
Rosanna Grassi, Caterina Pastorino, Pierpaolo Uberti
In this paper we investigate the information content of the lower part of the spectrum of financial correlation matrices, as a source of information on market synchronization. In a…