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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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0111 · Mar 202519922001200920172026
2 results for “H-theory”
Matrix H-theory approach to stock market fluctuationsq-fin.ST

Matrix H-theory models stock market fluctuations using hierarchical multivariate distributions.

problem Understanding collective behavior in stock market fluctuations.
method Matrix H-theory framework for multivariate stochastic processes with hierarchical structure.
result Matrix H-theory effectively describes stock market fluctuations using Meijer G-functions.
stock marketfluctuationsmultivariatehierarchicalH-theory
2025-03-06abs ↗pdf ↗
Eigenvalue Distribution of Empirical Correlation Matrices for Multiscale Complex Systems and Application to Financial Dataq-fin.ST

Improved eigenvalue distribution method for financial data.

problem Noise and complexity in financial markets.
method Matrix H theory, hierarchical structure, informational cascade.
result Captures a larger fraction of data variance in financial markets.
eigenvalue distributionempirical correlation matricesmultivariate financial datamatrix H theoryhierarchical structure
2025-07-18abs ↗pdf ↗