dorsal/arxiv
View SchemaAn Outlook on Correlations in Stock Prices
| Authors | Anirban Chakraborti |
|---|---|
| Categories | |
| ArXiv ID | physics/0605246 |
| URL | https://arxiv.org/abs/physics/0605246 |
| DOI | 10.1007/978-88-470-0502-0_2 |
Abstract
We present an outlook of the studies on correlations in the price timeseries of stocks, discussing the construction and applications of "asset tree". The topic discussed here should illustrate how the complex economic system (financial market) enrichens the list of existing dynamical systems that physicists have been studying for long.
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"abstract": "We present an outlook of the studies on correlations in the price timeseries\nof stocks, discussing the construction and applications of \"asset tree\". The\ntopic discussed here should illustrate how the complex economic system\n(financial market) enrichens the list of existing dynamical systems that\nphysicists have been studying for long.",
"arxiv_id": "physics/0605246",
"authors": [
"Anirban Chakraborti"
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"doi": "10.1007/978-88-470-0502-0_2",
"title": "An Outlook on Correlations in Stock Prices",
"url": "https://arxiv.org/abs/physics/0605246"
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