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摘要翻译：
受挫的定义是用二元纠缠关系的传递性来表示的。将此定义推广到n元关系中，导出了一个挫折层次。作为一个复杂的系统，美国市场间部门的相关系数起到了衡量市场间部门纠缠度的作用。在每个层次中，挫折性和传递性被解释为对应子系统的一个度量顺序的值。将所得理论应用于1983-2012年美国市场间数据。
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英文标题：
《Hierarchy of Frustrations as Supplementary Indices in Complex System
Dynamics, Applied to the U.S. Intermarket》
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作者：
Krzysztof Sokalski
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最新提交年份：
2013
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分类信息：
一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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英文摘要：
Definition of frustration is expressed by transitivity of binary entanglement relation in considered complex system. Extending this definition into n-ary relation a hierarchy of frustrations is derived. As a complex system the U.S. Intermarket is chosen where the correlation coefficient of intermarket sectors plays the role of entanglement measure. In each hierarchy level the frustration and the transitivity are interpreted as values of an order of measure for corresponding subsystem. The derived theory is applied to 1983-2012 data of the U.S. Intermarket.
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PDF链接：
https://arxiv.org/pdf/1304.3722
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