Correlation filtering in financial time series

Proceedings of SPIE - The International Society for Optical Engineering

Volumn 5848, Issue , 2005, Pages 100-109

  Aste, T ^a   Di Matteo, T ^a   Tumminello, M ^b   Mantegna, R N ^b  

^a AUSTRALIAN NATIONAL UNIVERSITY   (Australia)

^b UNIVERSITY OF PALERMO   (Italy)

Author keywords

Complex systems; Econophysics; Networks

Indexed keywords

ECONOMICS; FINANCE; INFORMATION ANALYSIS; LARGE SCALE SYSTEMS; MARKETING;

ECONOPHYSICS; EQUITY MARKETS; FINANCIAL PORTFOLIO; NETWORKS;

TIME SERIES ANALYSIS;

EID: 28444471254     PISSN: 0277786X     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1117/12.619185     Document Type: Conference Paper

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