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A review of two decades of correlations, hierarchies, networks and clustering in financial markets. (English) Zbl 1471.91547

Nielsen, Frank (ed.), Progress in information geometry. Theory and applications. Based on discussions of the fourth international conference on geometric science of information, GSI’2019, Toulouse, France, August 27–29, 2019. Cham: Springer. Signals Commun. Technol., 245-274 (2021).
MSC:  91G15 91G45 91-02
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