Identification of clusters of companies in stock indices via Potts super-paramagnetic transitions

Physica A: Statistical Mechanics and its Applications

Volumn 287, Issue 3-4, 2000, Pages 412-419

  Kullmann, L ^a   Kertesz J ^a,b   Mantegna, R N ^c  

^a BUDAPEST UNIVERSITY OF TECHNOLOGY AND ECONOMICS   (Hungary)

^b AALTO UNIVERSITY   (Finland)

^c INFM   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; CORRELATION METHODS; FINANCIAL DATA PROCESSING; FUNCTIONS; MATHEMATICAL MODELS;

POTTS MODEL; STOCK MARKET INDEX;

STATISTICAL MECHANICS;

EID: 0342936410     PISSN: 03784371     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4371(00)00380-0     Document Type: Article

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