Laplacian spectra of persistent structures in Taiwan, Singapore, and US stock markets

• Main Authors: Yen, Peter Tsung-Wen, Xia, Kelin, Cheong, Siew Ann
• Other Authors: School of Physical and Mathematical Sciences
• Format: Article
• Language: English
• Published: 2023
• Subjects: Science::Mathematics; Graph Laplacian; Stock Market
• Online Access: https://hdl.handle.net/10356/171077
• Institution: Nanyang Technological University

An important challenge in the study of complex systems is to identify appropriate effective variables at different times. In this paper, we explain why structures that are persistent with respect to changes in length and time scales are proper effective variables, and illustrate how persistent struc...