An Outlook on Correlations in Stock Prices

Anirban Chakraborti

Papers from arXiv.org

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.

Date: 2006-05
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