英文标题：
《Stability and Hierarchy of Quasi-Stationary States: Financial Markets as
an Example》
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作者：
Yuriy Stepanov, Philip Rinn, Thomas Guhr, Joachim Peinke and Rudi
Sch\\\"afer
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最新提交年份：
2015
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英文摘要：
We combine geometric data analysis and stochastic modeling to describe the collective dynamics of complex systems. As an example we apply this approach to financial data and focus on the non-stationarity of the market correlation structure. We identify the dominating variable and extract its explicit stochastic model. This allows us to establish a connection between its time evolution and known historical events on the market. We discuss the dynamics, the stability and the hierarchy of the recently proposed quasi-stationary market states.
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中文摘要：
我们结合几何数据分析和随机建模来描述复杂系统的集体动力学。作为一个例子，我们将这种方法应用于金融数据，并关注市场相关性结构的非平稳性。识别主导变量并提取其显式随机模型。这使我们能够在其时间演变和市场上已知的历史事件之间建立联系。我们讨论了最近提出的准平稳市场状态的动力学、稳定性和层次性。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：Statistical Finance 统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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一级分类：Physics 物理学
二级分类：Statistical Mechanics 统计力学
分类描述：Phase transitions, thermodynamics, field theory, non-equilibrium phenomena, renormalization group and scaling, integrable models, turbulence
相变，热力学，场论，非平衡现象，重整化群和标度，可积模型，湍流
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一级分类：Physics 物理学
二级分类：Data Analysis, Statistics and Probability 数据分析、统计与概率
分类描述：Methods, software and hardware for physics data analysis: data processing and storage; measurement methodology; statistical and mathematical aspects such as parametrization and uncertainties.
物理数据分析的方法、软硬件：数据处理与存储；测量方法；统计和数学方面，如参数化和不确定性。
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