Dynamics of Stock Market Correlations
作者： Gitit Gur-Gershgoren , Sharron Bransburg-Zabary , Eshel Ben-Jacob , Asaf Madi , Yoash Shapira
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摘要: We present a novel approach to the study dynamics of stock market correlations. This is achieved through an innovative visualization tool that allows investigation struc- ture and market, based on Stock Market Holography (SMH) method recently introduced. qualitative measure comple- mented by use eigenvalue entropy measure, quantify how information in changes time. Using this approach, we analyzed data from New York Exchange (NYSE), Tel Aviv (TASE), for daily trading time period 2000-2009. paper covers these new concepts financial markets terms structure as reflected correlations over
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