摘要翻译：
我们比较了核和金融市场中的相关和相干结构。在核物理部分，我们回顾巨共振，它可以解释为嵌入混沌的相干结构。用类似的方法，我们考察了DAX和道琼斯的金融经验相关矩阵。我们将表明，如果时区延迟被适当地考虑，两个不同的市场在很大程度上合并为一个。这反映在最大的特征值上，它相对于剩余的混沌特征值发展出一个间隙。通过对金融总体特征的扩展研究，我们还讨论了金融对数周期的临界模拟现象，并给出了具体的例子。
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英文标题：
《Complex Systems: From Nuclear Physics to Financial Markets》
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作者：
J. Speth, S. Drozdz, F. Gruemmer
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最新提交年份：
2009
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：Statistical Finance        统计金融
分类描述：Statistical, econometric and econophysics analyses with applications to financial markets and economic data
统计、计量经济学和经济物理学分析及其在金融市场和经济数据中的应用
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英文摘要：
  We compare correlations and coherent structures in nuclei and financial markets. In the nuclear physics part we review giant resonances which can be interpreted as a coherent structure embedded in chaos. With similar methods we investigate the financial empirical correlation matrix of the DAX and Dow Jones. We will show, that if the time-zone delay is properly accounted for, the two distinct markets largely merge into one. This is reflected by the largest eigenvalue that develops a gap relative to the remaining, chaotic eigenvalues. By extending investigations of the specific character of financial collectivity we also discuss the criticality-analog phenomenon of the financial log-periodicity and show specific examples.
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PDF链接：
https://arxiv.org/pdf/0910.4348