Coarse graining correlation matrices according to macrostructures: Financial markets as a paradigm

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.

Non-linear correlation analysis in financial markets using hierarchical clustering

no code implementations • 12 Jan 2023 • J. E. Salgado-Hernández, Manan Vyas

Distance correlation coefficient (DCC) can be used to identify new associations and correlations between multiple variables.

Clustering

Experiments in Candidate Phrase Selection for Financial Named Entity Extraction - A Demo

no code implementations • COLING 2016 • Aman Kumar, Hassan Alam, Tina Werner, Manan Vyas

In this study we develop a system that tags and extracts financial concepts called financial named entities (FNE) along with corresponding numeric values {--} monetary and temporal.

BIG-bench Machine Learning Entity Extraction using GAN