Mesoscopic Community Structure of Financial Markets Revealed by Price and Sign Fluctuations

Open Access

Peer-reviewed

Research Article

Assaf Almog ,

* E-mail: almog@lorentz.leidenuniv.nl

Affiliation Instituut-Lorentz for Theoretical Physics, Leiden Institute of Physics, University of Leiden, Niels Bohrweg 2, 2333 CA Leiden, The Netherlands
⨯
Ferry Besamusca,

Affiliation Instituut-Lorentz for Theoretical Physics, Leiden Institute of Physics, University of Leiden, Niels Bohrweg 2, 2333 CA Leiden, The Netherlands
⨯
Mel MacMahon,

Affiliation Instituut-Lorentz for Theoretical Physics, Leiden Institute of Physics, University of Leiden, Niels Bohrweg 2, 2333 CA Leiden, The Netherlands
⨯
Diego Garlaschelli

Affiliation Instituut-Lorentz for Theoretical Physics, Leiden Institute of Physics, University of Leiden, Niels Bohrweg 2, 2333 CA Leiden, The Netherlands
⨯

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Eigenvalues
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Structure of markets
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Finance
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Community structure
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Financial markets
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Information theory
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Algorithms
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Mesoscopic physics
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