Multiscale characteristics of the emerging global cryptocurrency market

M Wątorek, S Drożdż, J Kwapień, L Minati… - Physics Reports, 2021 - Elsevier
Modern financial markets are characterized by a rapid flow of information, a vast number of
participants having diversified investment horizons, and multiple feedback mechanisms …

Physical approach to complex systems

J Kwapień, S Drożdż - Physics Reports, 2012 - Elsevier
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 …

Dominating clasp of the financial sector revealed by partial correlation analysis of the stock market

DY Kenett, M Tumminello, A Madi, G Gur-Gershgoren… - PloS one, 2010 - journals.plos.org
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 …

Approximate amplitude encoding in shallow parameterized quantum circuits and its application to financial market indicators

K Nakaji, S Uno, Y Suzuki, R Raymond, T Onodera… - Physical Review …, 2022 - APS
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 …

Network analysis of a financial market based on genuine correlation and threshold method

A Namaki, AH Shirazi, R Raei, GR Jafari - Physica A: Statistical Mechanics …, 2011 - Elsevier
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 …

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 …

Dynamic and thermodynamic models of adaptation

AN Gorban, TA Tyukina, LI Pokidysheva… - Physics of life …, 2021 - Elsevier
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 …

Time-lag cross-correlations in collective phenomena

B Podobnik, D Wang, D Horvatic, I Grosse… - Europhysics …, 2010 - iopscience.iop.org
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 …

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 …

Collective behavior of stock price movements in an emerging market

RK Pan, S Sinha - Physical Review E—Statistical, Nonlinear, and Soft …, 2007 - APS
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 …