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Fast Super-Paramagnetic Clustering

Yelibi, L; Gebbie, T

Yelibi, L (corresponding author), Univ Cape Town, Dept Stat Sci, Rondebosch, South Africa.

PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS, 2020; 551 ():

Abstract

We map stock market interactions to spin models to recover their hierarchical structure using a simulated annealing based Super-Paramagnetic Clusterin......

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