Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm
By M. Mijáıl Martínez-Ramos, Parisa Majari, Andres R. Cruz-Hernández, Hirdesh K. Pharasi, Manan Vyas
Rating
1448
Battle Count: 40
Relevance
8/10
The paper presents a method for analyzing market states and transitions, which could be valuable for developing trading strategies and risk management in quantitative finance.
Implementation Complexity
6/10
The method involves complex mathematical concepts and data processing, but uses well-established techniques like k-means clustering and dimensional scaling.
Reproducibility
4/5
The paper provides detailed methodology and data sources, making reproduction feasible. However, specific code is not provided.
About this paper
Methodology: Coarse Graining of Correlation Matrices. Problem types: Dimensionality Reduction, Clustering, Time Series Analysis.
The interactive Everscope explorer (charts, battles, favorites) loads below.