no code implementations • 8 Feb 2024 • M. Mijaíl Martínez-Ramos, Parisa Majari, Andres R. Cruz-Hernández, Hirdesh K. Pharasi, Manan Vyas
We analyze correlation structures in financial markets by coarse graining the Pearson correlation matrices according to market sectors to obtain Guhr matrices using Guhr's correlation method according to Ref.
