Market state dynamics in correlation matrix space

Pharasi, Hirdesh K, Sadhukhan, Suchetana, Majari, Parisa, Chakraborti, Anirban and Seligman, Thomas H (2023) Market state dynamics in correlation matrix space. In: Quantum Decision Theory and Complexity Modelling in Economics and Public Policy. Springer, Cham, pp. 173-194. ISBN 9783031388354

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The concept of states of financial markets based on correlations has gained increasing attention during the last 10 years. We propose to retrace some important steps up to 2018, and then give a more detailed view of recent developments that attempt to make the use of this more practical. Finally, we try to give a glimpse to the future proposing the analysis of trajectories in correlation matrix space directly or in terms of symbolic dynamics as well as attempts to analyze the clusters that make up the states in a random matrix context.

Item Type: Book Section
Subjects: Social Sciences and humanities > Social Sciences > Social Sciences (General)
JGU School/Centre: Jindal School of Government and Public Policy
Depositing User: Amees Mohammad
Date Deposited: 26 Sep 2023 10:55
Last Modified: 05 Oct 2023 03:52
Official URL:


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