We show that widely used approaches in statistical physics incorrectly indicate the existence of power-law cross-correlations between financial stock market fluctuations measured over several years ...
Detecting correlation changes in multivariate time series is relevant across a wide spectrum of fields 1,2,3,4. Take for instance an important biomedical data processing problem, the detection of ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results