Filtering amplitude dependence of correlation dynamics in complex systems: application to the cryptocurrency market
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DOI: 10.1103/v7cl-h7xr
Abstract: Based on the cryptocurrency market dynamics, this study presents a general methodology for analyzing evolving correlation structures in complex systems using the q-dependent detrended cross-correlation coefficient ρ(q,s). By extending traditional metrics, this approach captures correlations… read more here.
Keywords: cryptocurrency market; filtering amplitude; correlation; complex systems ... See more keywords