87 citations · 627 across the 29 of their papers we have counts for
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q-fin.ST2024
Signal inference in financial stock return correlations through phase-ordering kinetics in the quenched regime
Ixandra Achitouv, Vincent Lahoche, Dine Ousmane Samary
Financial stock return correlations have been analyzed through the lens of random matrix theory to differentiate the underlying signal from spurious correlations. The continuous sp…
q-fin.ST2024
Dynamical analysis of financial stocks network: improving forecasting using network properties
Ixandra Achitouv
Applying a network analysis to stock return correlations, we study the dynamical properties of the network and how they correlate with the market return, finding meaningful variabl…
q-fin.ST2024★ 1 cited
Inferring financial stock returns correlation from complex network analysis
Ixandra Achitouv
Financial stock returns correlations have been studied in the prism of random matrix theory, to distinguish the signal from the "noise". Eigenvalues of the matrix that are above th…