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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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Bibliographic Details
Main Author: Yelibi, Lionel
Other Authors: Gebbie, Timothy
Format: Thesis
Language:English
Published: Department of Statistical Sciences 2020
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