Matches in SemOpenAlex for { <https://semopenalex.org/work/W3122422060> ?p ?o ?g. }
Showing items 1 to 79 of
79
with 100 items per page.
- W3122422060 abstract "The collective phenomena of a liquid market is characterized in terms of a particle system scenario. This physical analogy enables us to disentangle intrinsic features from purely stochastic ones. The latter are the result of environmental changes due to a `heat bath' acting on the many-asset system, quantitatively described in terms of a time dependent effective temperature. The remaining intrinsic properties can be widely investigated by applying standard methods of classical many body systems. As an example, we consider a large set of stocks traded at the NYSE and determine the corresponding asset--asset `interaction' potential. In order to investigate in more detail the cluster structure suggested by the short distance behavior of the interaction potential, we perform a connectivity analysis of the spatial distribution of the particle system. In this way, we are able to draw conclusions on the intrinsic cluster persistency independently of the specific market conditions." @default.
- W3122422060 created "2021-02-01" @default.
- W3122422060 creator A5018823387 @default.
- W3122422060 creator A5021066417 @default.
- W3122422060 creator A5066996997 @default.
- W3122422060 date "2001-09-01" @default.
- W3122422060 modified "2023-09-27" @default.
- W3122422060 title "Asset-asset interactions and clustering in financial markets" @default.
- W3122422060 hasPublicationYear "2001" @default.
- W3122422060 type Work @default.
- W3122422060 sameAs 3122422060 @default.
- W3122422060 citedByCount "0" @default.
- W3122422060 crossrefType "posted-content" @default.
- W3122422060 hasAuthorship W3122422060A5018823387 @default.
- W3122422060 hasAuthorship W3122422060A5021066417 @default.
- W3122422060 hasAuthorship W3122422060A5066996997 @default.
- W3122422060 hasConcept C10138342 @default.
- W3122422060 hasConcept C121332964 @default.
- W3122422060 hasConcept C121864883 @default.
- W3122422060 hasConcept C138885662 @default.
- W3122422060 hasConcept C149782125 @default.
- W3122422060 hasConcept C154945302 @default.
- W3122422060 hasConcept C162324750 @default.
- W3122422060 hasConcept C164866538 @default.
- W3122422060 hasConcept C177264268 @default.
- W3122422060 hasConcept C182306322 @default.
- W3122422060 hasConcept C19244329 @default.
- W3122422060 hasConcept C199360897 @default.
- W3122422060 hasConcept C38652104 @default.
- W3122422060 hasConcept C41008148 @default.
- W3122422060 hasConcept C41895202 @default.
- W3122422060 hasConcept C521332185 @default.
- W3122422060 hasConcept C73555534 @default.
- W3122422060 hasConcept C76178495 @default.
- W3122422060 hasConceptScore W3122422060C10138342 @default.
- W3122422060 hasConceptScore W3122422060C121332964 @default.
- W3122422060 hasConceptScore W3122422060C121864883 @default.
- W3122422060 hasConceptScore W3122422060C138885662 @default.
- W3122422060 hasConceptScore W3122422060C149782125 @default.
- W3122422060 hasConceptScore W3122422060C154945302 @default.
- W3122422060 hasConceptScore W3122422060C162324750 @default.
- W3122422060 hasConceptScore W3122422060C164866538 @default.
- W3122422060 hasConceptScore W3122422060C177264268 @default.
- W3122422060 hasConceptScore W3122422060C182306322 @default.
- W3122422060 hasConceptScore W3122422060C19244329 @default.
- W3122422060 hasConceptScore W3122422060C199360897 @default.
- W3122422060 hasConceptScore W3122422060C38652104 @default.
- W3122422060 hasConceptScore W3122422060C41008148 @default.
- W3122422060 hasConceptScore W3122422060C41895202 @default.
- W3122422060 hasConceptScore W3122422060C521332185 @default.
- W3122422060 hasConceptScore W3122422060C73555534 @default.
- W3122422060 hasConceptScore W3122422060C76178495 @default.
- W3122422060 hasLocation W31224220601 @default.
- W3122422060 hasOpenAccess W3122422060 @default.
- W3122422060 hasPrimaryLocation W31224220601 @default.
- W3122422060 hasRelatedWork W1517994826 @default.
- W3122422060 hasRelatedWork W1784161545 @default.
- W3122422060 hasRelatedWork W2044803586 @default.
- W3122422060 hasRelatedWork W2055500777 @default.
- W3122422060 hasRelatedWork W2066464136 @default.
- W3122422060 hasRelatedWork W2117921312 @default.
- W3122422060 hasRelatedWork W2159997085 @default.
- W3122422060 hasRelatedWork W2253136002 @default.
- W3122422060 hasRelatedWork W2304848102 @default.
- W3122422060 hasRelatedWork W2760427522 @default.
- W3122422060 hasRelatedWork W2953352607 @default.
- W3122422060 hasRelatedWork W2991573643 @default.
- W3122422060 hasRelatedWork W3122048843 @default.
- W3122422060 hasRelatedWork W3122654799 @default.
- W3122422060 hasRelatedWork W3123423037 @default.
- W3122422060 hasRelatedWork W3123448296 @default.
- W3122422060 hasRelatedWork W3124071065 @default.
- W3122422060 hasRelatedWork W3124104162 @default.
- W3122422060 hasRelatedWork W3125686227 @default.
- W3122422060 hasRelatedWork W3125952093 @default.
- W3122422060 isParatext "false" @default.
- W3122422060 isRetracted "false" @default.
- W3122422060 magId "3122422060" @default.
- W3122422060 workType "article" @default.