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Identifying States of a Financial Market

The understanding of complex systems has become a central issue because such systems exist in a wide range of scientific disciplines. We here focus on financial markets as an example of a complex system. In particular we analyze financial data from the S&P 500 stocks in the 19-year period 1992–2...

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Detalles Bibliográficos
Autores principales: Münnix, Michael C., Shimada, Takashi, Schäfer, Rudi, Leyvraz, Francois, Seligman, Thomas H., Guhr, Thomas, Stanley, H. Eugene
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Nature Publishing Group 2012
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3437514/
https://www.ncbi.nlm.nih.gov/pubmed/22966419
http://dx.doi.org/10.1038/srep00644