Introduction to fast Super-Paramagnetic Clustering
We map stock market interactions to spin models to recover their hierarchical structure using a simulated annealing based Super-Paramagnetic Clustering (SPC) algorithm. This is directly compared to a modified implementation of a maximum likelihood approach to fast-Super-Paramagnetic Clustering (f-SP...
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| Format: | Dissertation |
| Language: | English |
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Faculty of Science
2020
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| Online Access: | http://hdl.handle.net/11427/31332 |