11 citations · 13 across the 5 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…
q-fin.ST2012
Identifying States of a Financial Market
Michael C. Münnix, Takashi Shimada, Rudi Schäfer +3
The understanding of complex systems has become a central issue because complex systems exist in a wide range of scientific disciplines. Time series are typical experimental result…