34 citations · 34 across the 2 of their papers we have counts for
3 papers
math-ph2021
Generic Features in the Spectral Decomposition of Correlation Matrices
Yuriy Stepanov, Hendrik Herrmann, Thomas Guhr
We show that correlation matrices with particular average and variance of the correlation coefficients have a notably restricted spectral structure. Applying geometric methods, we…
q-fin.ST2015★ 34 cited
Stability and Hierarchy of Quasi-Stationary States: Financial Markets as an Example
Yuriy Stepanov, Philip Rinn, Thomas Guhr +2
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus…
q-fin.ST2015
Dynamics of quasi-stationary systems: Finance as an example
Philip Rinn, Yuriy Stepanov, Joachim Peinke +2
We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example,…