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An Outlook on Correlations in Stock Prices

  • Anirban Chakraborti
Part of the New Economic Windows book series (NEW)

Summary

We present an outlook of the studies on correlations in the price time-series 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.

Keywords

Stock Price Minimum Span Tree Window Width Central Vertex Portfolio Optimization Problem 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer-Verlag Italia 2006

Authors and Affiliations

  • Anirban Chakraborti
    • 1
  1. 1.Department of PhysicsBanaras Hindu UniversityVaranasiIndia

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