Imagen de Portada

A Statistical Physics View of the S&P 500: Pairwise Interactions and Time-Varying Dynamics

Fuente: arXiv

Guardado en:

Detalles Bibliográficos
Autores principales:	Oh, Sebin, Gonzáleza, Marta C., Wang, Ziqi
Formato:	Preprint
Publicado:	2026
Materias:	Applications
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

Ejemplares similares

Long-range Ising model for regional-scale seismic risk analysis
por: Oh, Sebin, et al.
Publicado: (2024)

Phase Transitions in Collective Damage of Civil Structures under Natural Hazards
por: Oh, Sebin, et al.
Publicado: (2026)

Tree-like Pairwise Interaction Networks
por: Richman, Ronald, et al.
Publicado: (2025)

Bayesian Time-Varying Tensor Vector Autoregressive Models for Dynamic Effective Connectivity
por: Zhang, Wei, et al.
Publicado: (2021)

Dynamic Causal Models of Time-Varying Connectivity
por: Medrano, Johan, et al.
Publicado: (2024)

Quantifying Time-Varying Physical Activity Intervention Effects via Functional Regression
por: Pai, Nidhi, et al.
Publicado: (2026)

COVID anomaly in the correlation analysis of S&P 500 market states
por: Martínez-Ramos, M. Mijaíl, et al.
Publicado: (2023)

Modelling the Spatially Varying Non-Linear Effects of Heat Exposure
por: Chen, Xinyi, et al.
Publicado: (2025)

Time-Varying Identification of Monetary Policy Shocks
por: Camehl, Annika, et al.
Publicado: (2023)

Estimating Time-Varying Epidemic Severity Rates with Adaptive Deconvolution
por: Goldwasser, Jeremy, et al.
Publicado: (2025)

Bayesian Time Varying Coefficient Model with Applications to Marketing Mix Modeling
por: Ng, Edwin, et al.
Publicado: (2021)

A Time-Varying Branching Process Approach to Model Self-Renewing Cells
por: Nguyen, Huyen, et al.
Publicado: (2026)

Statistical Static Timing Analysis of VLSI as the Statistics of Correlated Extremes
por: Mishagli, Dmytro, et al.
Publicado: (2024)

Time-Varying Confounding Bias in Observational Geoscience with Application to Induced Seismicity
por: Xiao, Yuchen, et al.
Publicado: (2025)

Risk Twin: Real-time Risk Visualization and Control for Structural Systems
por: Wang, Zeyu, et al.
Publicado: (2024)

An Integrated Time-Varying Ornstein-Uhlenbeck Process for Jointly Modeling Individual and Population-Level Movement of Golden Eagles
por: Shull, Michael L., et al.
Publicado: (2025)

Change Point Detection in Pairwise Comparison Data with Covariates
por: Han, Yi, et al.
Publicado: (2024)

Time-Varying Parameters as Ridge Regressions
por: Coulombe, Philippe Goulet
Publicado: (2020)

A physics and data co-driven surrogate modeling method for high-dimensional rare event simulation
por: Xian, Jianhua, et al.
Publicado: (2023)

VISTA-SSM: Varying and Irregular Sampling Time-series Analysis via State Space Models
por: Brindle, Benjamin, et al.
Publicado: (2024)

Ensemble Machine Learning and Statistical Procedures for Dynamic Predictions of Time-to-Event Outcomes
por: van Gerwen, Nina, et al.
Publicado: (2026)

Beyond Linearity and Time-Homogeneity: Relational Hyper Event Models with Time-Varying Non-Linear Effects
por: Boschi, Martina, et al.
Publicado: (2025)

Quantifying Robustness to Unmeasured Confounding in Time-Varying Treatment Confounder Settings: An Extension of E-value Approach
por: Sium, Md. Niamul Islam
Publicado: (2026)

Bayesian Inference of Time-Varying Origin-Destination Matrices from Boarding/Alighting Counts for Transit Services
por: Chen, Xiaoxu, et al.
Publicado: (2024)

Uncertainty quantification for seismic response using dimensionality reduction-based stochastic simulator
por: Kim, Jungho, et al.
Publicado: (2024)

Relaxation-based importance sampling for structural reliability analysis
por: Xian, Jianhua, et al.
Publicado: (2023)

A composition of simplified physics-based model with neural operator for trajectory-level seismic response predictions of structural systems
por: Kim, Jungho, et al.
Publicado: (2025)

Adaptive active subspace-based metamodeling for high-dimensional reliability analysis
por: Kim, Jungho, et al.
Publicado: (2023)

Should the Olympic sprint skaters run the 500 meter twice?
por: Hjort, Nils Lid
Publicado: (2026)

Group-Sparse Smoothing for Longitudinal Models with Time-Varying Coefficients
por: Lu, Yu, et al.
Publicado: (2026)

Score-Driven Exponential Random Graphs: A New Class of Time-Varying Parameter Models for Dynamical Networks
por: Di Gangi, Domenico, et al.
Publicado: (2019)

Statistical Geometry and Information Dynamics on Hyperspherical Surfaces
por: Ataei, Masoud
Publicado: (2025)

Time Series based Ensemble Model Output Statistics for Temperature Forecasts Postprocessing
por: Jobst, David, et al.
Publicado: (2024)

COWs and their Hybrids: A Statistical View of Custom Orthogonal Weights
por: Schafer, Chad, et al.
Publicado: (2025)

Efficient seismic reliability and fragility analysis of lifeline networks using subset simulation
por: Lee, Dongkyu, et al.
Publicado: (2023)

Two Stage Least Squares with Time-Varying Instruments: An Application to an Evaluation of Treatment Intensification for Type-2 Diabetes
por: Tompsett, Daniel, et al.
Publicado: (2024)

Statistical Analysis of the Impact of FIA Regulations on Safety, Racing Dynamics, and Spectacle in Formula 1
por: Belgaid, Abdelghani
Publicado: (2024)

Spatially Varying Coefficient Models for Estimating Heterogeneous Mixture Effects
por: Englert, Jacob, et al.
Publicado: (2025)

Recorded Versus Synthetic Spectral-compatible Ground Motions: A Comparative Analysis of Structural Seismic Responses
por: Kim, Jungho, et al.
Publicado: (2025)

A New View to Mission Profiles
por: Lewitschnig, Horst, et al.
Publicado: (2025)