{"paper":{"title":"Topological structures in the equities market network","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":["physics.data-an","physics.soc-ph"],"primary_cat":"q-fin.PR","authors_text":"Daniel N. Rockmore, Greg Leibon, Robert Savell, Scott D. Pauls","submitted_at":"2008-05-22T14:32:23Z","abstract_excerpt":"We present a new method for articulating scale-dependent topological descriptions of the network structure inherent in many complex systems. The technique is based on \"Partition Decoupled Null Models,'' a new class of null models that incorporate the interaction of clustered partitions into a random model and generalize the Gaussian ensemble. As an application we analyze a correlation matrix derived from four years of close prices of equities in the NYSE and NASDAQ. In this example we expose (1) a natural structure composed of two interacting partitions of the market that both agrees with and "},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"0805.3470","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}