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<rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom"><channel><title>Hierarchical Structure in Financial Markets · HackerPapers discussions</title><link>https://hackerpaper.kaipfister.de/p/cond-mat_9802256/</link><description>Collected HN comments and submissions linking this paper.</description><language>en</language><lastBuildDate>Mon, 02 Nov 2026 11:16:22 GMT</lastBuildDate><atom:link href="https://hackerpaper.kaipfister.de/p/cond-mat_9802256/feed.xml" rel="self" type="application/rss+xml" /><item><title>Hierarchical Structure in Financial Markets — mentioned by jfarmer</title><link>https://news.ycombinator.com/item?id=434151</link><guid isPermaLink="false">urn:hackerpapers:mention:cond-mat_9802256:434151</guid><pubDate>Wed, 14 Jan 2009 19:50:46 GMT</pubDate><description>&lt;p&gt;The paper is very short. He basically applies principles outlined in the first two papers cited to the market over the last year. &amp;quot;Some distance properties of latent root and vector methods used in multivariate analysis&amp;quot; http://biomet.oxfordjournals.org/cgi/content/abstract/53/3-4... &amp;quot;Hierarchical StructureinFinancial Markets&amp;quot; http://arxiv.org/pdf/cond-mat/9802256 The first is behind a journal wall, but if you&amp;#x27;re at a university you should probably have access. The second is free for everyone! Yay.&lt;/p&gt;&lt;p&gt;&lt;a href="https://hackerpaper.kaipfister.de/p/cond-mat_9802256/"&gt;Paper and discussion history&lt;/a&gt;. A mention is not an endorsement.&lt;/p&gt;</description><category>cond-mat.stat-mech</category></item></channel></rss>
