Related papers: Hierarchical structure in phonographic market
In this article we analyse linear correlation and non-linear dependence of traded volume, $v$, of the 30 constituents of Dow Jones Industrial Average at different value scales. Specifically, we have raised $v$ to some real value $\alpha $…
Music can be represented in multiple forms, such as in the audio form as a recording of a performance, in the symbolic form as a computer readable score, or in the image form as a scan of the sheet music. Music synchronisation provides a…
We investigate the hierarchical structures of countries based on electricity consumption and economic growth by using the real amounts of their consumption over a certain time period. We use of electricity consumption data to detect the…
We develop a new stock market index that captures the chaos existing in the market by measuring the mutual changes of asset prices. This new index relies on a tensor-based embedding of the stock market information, which in turn frees it…
We investigate the behavior of stocks in daily price-limited stock markets by purposing a quantum spatial-periodic harmonic model. The stock price is presumed to oscillate and damp in a quantum spatial-periodic harmonic oscillator potential…
The market weight of a stock is its capitalization (cap) divided by the total market cap. Rank these weights from top to bottom. The capital distribution curve is a plot of weights versus ranks. For the US stock market, it is linear on a…
Traders adopt different trading strategies to maximize their returns in financial markets. These trading strategies not only results in specific topological structures in trading networks, which connect the traders with the pairwise…
The minimum spanning tree, based on the concept of ultrametricity, is constructed from the correlation matrix of stock returns. The dynamics of this asset tree can be characterised by its normalised length and the mean occupation layer, as…
We construct measures invariant with respect to equivalence relations which are graphed by horospheric products of trees. The construction is based on using conformal systems of boundary measures on treed equivalence relations. The…
Stock market movements are influenced by public and private information shared through news articles, company reports, and social media discussions. Analyzing these vast sources of data can give market participants an edge to make profit.…
A classification of companies into sectors of the economy is important for macroeconomic analysis and for investments into the sector-specific financial indices and exchange traded funds (ETFs). Major industrial classification systems and…
Correlation matrices inferred from stock return time series contain information on the behaviour of the market, especially on clusters of highly correlating stocks. Here we study a subset of New York Stock Exchange (NYSE) traded stocks and…
Understanding the response of an output variable to multi-dimensional inputs lies at the heart of many data exploration endeavours. Topology-based methods, in particular Morse theory and persistent homology, provide a useful framework for…
We investigate the emergence of a structure in the correlation matrix of assets' returns as the time-horizon over which returns are computed increases from the minutes to the daily scale. We analyze data from different stock markets (New…
It seems to be very unlikely that all relevant information in the stock market could be fully encoded in a geometrical shape. Still,the present paper will reveal the geometry behind the stock market transactions. The prices of market index…
This paper attempts to look for a mathematical method of composing music by incorporating Schonbergs idea of tone rows and matrix theory from linear algebra. The elements of a note set S are considered as the integer values for the natural…
The classical Matrix-Tree Theorem allows one to list the spanning trees of a graph by monomials in the expansion of the determinant of a certain matrix. We prove that in the case of three-graphs (that is, hypergraphs whose edges have…
In the evolving landscape of digital art, Non-Fungible Tokens (NFTs) have emerged as a groundbreaking platform, bridging the realms of art and technology. NFTs serve as the foundational framework that has revolutionized the market for…
We compare some methods recently used in the literature to detect the existence of a certain degree of common behavior of stock returns belonging to the same economic sector. Specifically, we discuss methods based on random matrix theory…
Topological photonics provides a powerful framework to describe and understand many nontrivial wave phenomena in complex electromagnetic platforms. The topological index of a physical system is an abstract global property that depends on…