Multiscale characteristics of the emerging global cryptocurrency market
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …
participants having diversified investment horizons, and multiple feedback mechanisms …
Physical approach to complex systems
Typically, complex systems are natural or social systems which consist of a large number of
nonlinearly interacting elements. These systems are open, they interchange information or …
nonlinearly interacting elements. These systems are open, they interchange information or …
Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market
What are the dominant stocks which drive the correlations present among stocks traded in a
stock market? Can a correlation analysis provide an answer to this question? In the past …
stock market? Can a correlation analysis provide an answer to this question? In the past …
Approximate amplitude encoding in shallow parameterized quantum circuits and its application to financial market indicators
Efficient methods for loading given classical data into quantum circuits are essential for
various quantum algorithms. In this paper, we propose an algorithm called Approximate …
various quantum algorithms. In this paper, we propose an algorithm called Approximate …
Network analysis of a financial market based on genuine correlation and threshold method
A financial market is an example of an adaptive complex network consisting of many
interacting units. This network reflects market's behavior. In this paper, we use Random …
interacting units. This network reflects market's behavior. In this paper, we use Random …
Community detection for correlation matrices
M MacMahon, D Garlaschelli - arxiv preprint arxiv:1311.1924, 2013 - arxiv.org
A challenging problem in the study of complex systems is that of resolving, without prior
information, the emergent, mesoscopic organization determined by groups of units whose …
information, the emergent, mesoscopic organization determined by groups of units whose …
Dynamic and thermodynamic models of adaptation
The concept of biological adaptation was closely connected to some mathematical,
engineering and physical ideas from the very beginning. Cannon in his “The wisdom of the …
engineering and physical ideas from the very beginning. Cannon in his “The wisdom of the …
Time-lag cross-correlations in collective phenomena
We study long-range magnitude cross-correlations in collective modes of real-world data
from finance, physiology, and genomics using time-lag random matrix theory. We find long …
from finance, physiology, and genomics using time-lag random matrix theory. We find long …
Portfolio optimization based on network topology
Y Li, XF Jiang, Y Tian, SP Li, B Zheng - Physica A: Statistical Mechanics …, 2019 - Elsevier
The structure and dynamics of complex network systems are of current research interest. We
illustrate the dependency between the network topology and its function, considering the …
illustrate the dependency between the network topology and its function, considering the …
Collective behavior of stock price movements in an emerging market
To investigate the universality of the structure of interactions in different markets, we analyze
the cross-correlation matrix C of stock price fluctuations in the National Stock Exchange …
the cross-correlation matrix C of stock price fluctuations in the National Stock Exchange …