Market states: A new understanding

10 Nov 2020 Pharasi Hirdesh K. Seligman Eduard Seligman Thomas H.

We present the clustering analysis of the financial markets of S&P 500 (USA) and Nikkei 225 (JPN) markets over a period of 2006-2019 as an example of a complex system. We investigate the statistical properties of correlation matrices constructed from the sliding epochs... (read more)

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