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20142026
most citedIdentifying long-term precursors of financial market crashes using correlation patterns

42 citations · 80 across the 15 of their papers we have counts for

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q-fin.ST2024

Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm

M. Mijaíl Martínez-Ramos, Parisa Majari, Andres R. Cruz-Hernández +2

We analyze correlation structures in financial markets by coarse graining the Pearson correlation matrices according to market sectors to obtain Guhr matrices using Guhr's correlat…