An Outlook on Correlations in Stock Prices

Details An Outlook on Correlations in Stock Prices An Outlook on Correlations in Stock Prices

2006-05-29

arxiv.org/abs/physics/0605246v1

Physics

Physics and Society

6 pages, RevTeX format. To appear in the Conference Proceedings of ECONOPHYS-KOLKATA II: International Workshop on Econophysic

Scientific paper

We present an outlook of the studies on correlations in the price timeseries
of stocks, discussing the construction and applications of "asset tree". The
topic discussed here should illustrate how the complex economic system
(financial market) enrichens the list of existing dynamical systems that
physicists have been studying for long.

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