Physics – Condensed Matter – Statistical Mechanics
Scientific paper
2000-09-16
Physics
Condensed Matter
Statistical Mechanics
7pages, 3 figures, see also an interactive presentation of this paper on www.market-topology.com. Quantitative Finance, in pre
Scientific paper
We have analyzed the cross-correlations of daily fluctuations for N=6 358 US stock prices during the year 1999. From those $N(N-1)/2$ correlations coefficients, the Minimum Spanning Tree (MST) has been built. We have investigated the topology exhibited by the MST. Eventhough the average topological number is $
Brisbois F.
Tordoir X.
Vandewalle Nicolas
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