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

Published 2024-06-25

Everscope rating

1452.4

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Coarse Graining of Correlation Matrices. Problem types: Dimensionality Reduction, Clustering, Time Series Analysis.

arXiv:2402.05364 · Paper rankings

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