MoneyScience News |
- Blog Post: TheFinancialServicesClub: Why insurance is so boring (and why it needn't be)
- Blog Post: TheAlephBlog: One Small Victory versus Stock Promotion
- Blog Post: WealthandCapitalMarketsBlog: Tokyo Roundtable 2013: The Capital Markets Revolution in Japan and Asia
- Published / Preprint: Phase Transition in the S&P Stock Market. (arXiv:1306.2508v1 [q-fin.ST])
| Blog Post: TheFinancialServicesClub: Why insurance is so boring (and why it needn't be) Posted: 12 Jun 2013 03:09 AM PDT |
| Blog Post: TheAlephBlog: One Small Victory versus Stock Promotion Posted: 11 Jun 2013 09:58 PM PDT |
| Posted: 11 Jun 2013 06:37 PM PDT |
| Published / Preprint: Phase Transition in the S&P Stock Market. (arXiv:1306.2508v1 [q-fin.ST]) Posted: 11 Jun 2013 05:38 PM PDT We analyze the stock prices of the S&P market from 1987 until 2012 with the covariance matrix of the firm returns determined in time windows of several years. The eigenvector belonging to the leading eigenvalue (market) exhibits in its long term time dependence a phase transition with an order parameter which can be interpreted within an agent-based model. From 1995 to 2005 the market is in... Visit MoneyScience for the Complete Article. |
| You are subscribed to email updates from The Complete MoneyScience Reloaded To stop receiving these emails, you may unsubscribe now. | Email delivery powered by Google |
| Google Inc., 20 West Kinzie, Chicago IL USA 60610 | |