Research Article

RMT Assessments of the Market Latent Information Embedded in the Stocks' Raw, Normalized, and Partial Correlations

Figure 1

Raw correlation (a), affinity (b), and partial correlation (c) matrices of a representative set of 147 stocks from the S&P dataset. A random matrix (d) is created using size similar properties.
249370.fig.001a
(a)
249370.fig.001b
(b)
249370.fig.001c
(c)
249370.fig.001d
(d)