154 citations · 1.2k across the 65 of their papers we have counts for
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nlin.AO2010★ 18 cited
Equivalent dynamical complexity in a many-body quantum and collective human system
Neil F. Johnson, Josef Ashkenazi, Zhenyuan Zhao +1
Proponents of Complexity Science believe that the huge variety of emergent phenomena observed throughout nature, are generated by relatively few microscopic mechanisms. Skeptics ho…
q-fin.ST2010★ 112 cited
Temporal Evolution of Financial Market Correlations
Daniel J. Fenn, Mason A. Porter, Stacy Williams +3
We investigate financial market correlations using random matrix theory and principal component analysis. We use random matrix theory to demonstrate that correlation matrices of as…