Wed, 20 Aug 2008 23:24:47 BST CiteULike: bigbossman correlations http://www.citeulike.org/user/bigbossman/tag/correlations CiteULike.org en-gb Copyright © 2004-2008 citeulike.org http://www.citeulike.org/user/bigbossman/article/1479850 <i>(23 Jul 2007)</i><br /><br />In the present work we investigate the multiscale nature of the correlations for high frequency data (1 minute) in different futures markets over a period of two years, starting on the 1st of January 2003 and ending on the 31st of December 2004. In particular, by using the concept of "local" Hurst exponent, we point out how the behaviour of this parameter, usually considered as a benchmark for persistency/antipersistency recognition in time series, is largely time-scale dependent in the market context. These findings are a direct consequence of the intrinsic complexity of a system where trading strategies are scale-adaptive. Moreover, our analysis points out different regimes in the dynamical behaviour of the market indices under consideration. Multi-scale correlations in different future markets M Bartolozzi C Mellen T Di Matteo T Aste (23 Jul 2007) 2007-07-25T03:38:07-00:00 2007 correlations futures markets multiscale http://www.citeulike.org/user/bigbossman/article/607422 <i>(2005), pp. 467-478.</i> CURLER: finding and visualizing nonlinear correlation clusters Anthony Tung Xin Xu Beng Ooi doi:10.1145/1066157.1066211 (2005), pp. 467-478. 2006-04-30T08:55:48-00:00 2005 467 478 ACM Press clusters correlations nonlinear http://www.citeulike.org/user/bigbossman/article/580865 <i>Nature (09 April 2006)</i> Weak pairwise correlations imply strongly correlated network states in a neural population Elad Schneidman Michael Berry Ronen Segev William Bialek doi:10.1038/nature04701 Nature (09 April 2006) 2006-04-09T19:27:39-00:00 2006 Nature 0028-0836 Nature Publishing Group correlations network neural