Dynamic of consumer groups and response of commodity markets by principal component analysis
暂无分享,去创建一个
[1] T. H. Baker,et al. Random matrix ensembles with an effective extensive external charge , 1998 .
[2] J. Bouchaud,et al. Noise Dressing of Financial Correlation Matrices , 1998, cond-mat/9810255.
[3] Anirvan M. Sengupta,et al. Distributions of singular values for some random matrices. , 1997, Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics.
[4] V. Plerou,et al. Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series , 1999, cond-mat/9902283.
[5] I. Jolliffe. Principal Component Analysis , 2002 .
[6] V. Plerou,et al. Random matrix approach to cross correlations in financial data. , 2001, Physical review. E, Statistical, nonlinear, and soft matter physics.
[7] Raj Kumar Pan,et al. Collective behavior of stock price movements in an emerging market. , 2007, Physical review. E, Statistical, nonlinear, and soft matter physics.
[8] Rosario N. Mantegna,et al. An Introduction to Econophysics: Contents , 1999 .
[9] Resul Eryigit,et al. Network structure of cross-correlations among the world market indices , 2009 .
[10] Janusz A. Holyst,et al. Correlations in commodity markets , 2008, 0803.3884.
[11] G Torrioli,et al. Deep-well ultrafast manipulation of a SQUID flux qubit , 2009 .
[12] Tian Qiu,et al. Financial networks with static and dynamic thresholds , 2010, 1002.3432.
[13] Benjamin M. Tabak,et al. Topological properties of commodities networks , 2010 .
[14] Ivo Grosse,et al. Time-lag cross-correlations in collective phenomena , 2010 .
[15] Sébastien Page,et al. Principal Components as a Measure of Systemic Risk , 2010, The Journal of Portfolio Management.
[16] Fernando Estrada,et al. Theory of financial risk , 2011 .
[17] H. Stanley,et al. Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices , 2011, Physical review. E, Statistical, nonlinear, and soft matter physics.
[18] Rosario N. Mantegna,et al. Evolution of Worldwide Stock Markets, Correlation Structure and Correlation Based Graphs , 2011 .
[19] Neil F Johnson,et al. Temporal evolution of financial-market correlations. , 2010, Physical review. E, Statistical, nonlinear, and soft matter physics.
[20] Nivedita Deo,et al. Correlation and network analysis of global financial indices. , 2012, Physical review. E, Statistical, nonlinear, and soft matter physics.
[21] Yang Chunxia,et al. A study of the interplay between the structure variation and fluctuations of the Shanghai stock market , 2012 .
[22] Taufiq Choudhry,et al. Comparison of efficiency characteristics between the banking sectors of US and UK during the global financial crisis of 2007–2011 , 2012 .
[23] Boris Podobnik,et al. Changes in Cross-Correlations as an Indicator for Systemic Risk , 2012, Scientific Reports.
[24] Bayram Deviren,et al. Analysis of the effects of the global financial crisis on the Turkish economy, using hierarchical methods , 2012 .
[25] Leonidas Sandoval Junior,et al. Correlation of financial markets in times of crisis , 2011, 1102.1339.
[26] Drona Kandhai,et al. Information dissipation as an early-warning signal for the Lehman Brothers collapse in financial time series , 2013, Scientific Reports.
[27] Seong Eun Maeng,et al. Random matrix theory and cross-correlations in global financial indices and local stock market indices , 2013 .
[28] H. Stanley,et al. Carbon-dioxide emissions trading and hierarchical structure in worldwide finance and commodities markets. , 2012, Physical review. E, Statistical, nonlinear, and soft matter physics.
[29] M. Bijlsma,et al. The changing landscape of financial markets in Europe, the United States and Japan. Bruegel Working Paper 2013/02, 18 March 2013 , 2013 .
[30] Chunxia Yang,et al. EVOLUTION OF SHANGHAI STOCK MARKET BASED ON MAXIMAL SPANNING TREES , 2013 .
[31] G. Oh,et al. Grouping characteristics of industry sectors in financial markets , 2014 .
[32] Jae Woo Lee,et al. Correlation and network topologies in global and local stock indices , 2014 .
[33] Seong Eun Maeng,et al. Effects of global financial crisis on network structure in a local stock market , 2014 .
[34] Jae Woo Lee,et al. State and group dynamics of world stock market by principal component analysis , 2015, 1503.00421.