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researcher

L. Rebecchi

3 papers hereh-index 695 citations21 works total

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

author position
  • middle author2
  • last author1

Across the 3 of 3 papers where every author was matched, so the position is known.

fields
  • physics.optics2
  • q-fin.ST1

identity via Semantic Scholar / OpenAlex

activity
20122025
most citedAsymmetric correlation matrices: an analysis of financial data

21 citations · 21 across the 3 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.ST2012★ 21 cited

Asymmetric correlation matrices: an analysis of financial data

Giacomo Livan, Luca Rebecchi

We analyze the spectral properties of correlation matrices between distinct statistical systems. Such matrices are intrinsically non symmetric, and lend themselves to extend the sp…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.