摘要翻译：
运用随机矩阵理论，研究了中国股票市场、美国股票市场和全球股票市场指数的空间结构。在考虑互相关矩阵特征向量中各分量的符号后，我们检测了金融系统的子部门结构。正负子扇区在对应的本征模中相互反相关。中国股市的子行业结构较强，而美国股市和全球市场指数则略弱。揭示了不同市场分部门结构的特点。
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英文标题：
《Anti-correlation and subsector structure in financial systems》
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作者：
X.F. Jiang and B. Zheng
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最新提交年份：
2012
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分类信息：

一级分类：Quantitative Finance        数量金融学
二级分类：General Finance        一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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一级分类：Physics        物理学
二级分类：Physics and Society        物理学与社会
分类描述：Structure, dynamics and collective behavior of societies and groups (human or otherwise). Quantitative analysis of social networks and other complex networks. Physics and engineering of infrastructure and systems of broad societal impact (e.g., energy grids, transportation networks).
社会和团体（人类或其他）的结构、动态和集体行为。社会网络和其他复杂网络的定量分析。具有广泛社会影响的基础设施和系统（如能源网、运输网络）的物理和工程。
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英文摘要：
  With the random matrix theory, we study the spatial structure of the Chinese stock market, American stock market and global market indices. After taking into account the signs of the components in the eigenvectors of the cross-correlation matrix, we detect the subsector structure of the financial systems. The positive and negative subsectors are anti-correlated each other in the corresponding eigenmode. The subsector structure is strong in the Chinese stock market, while somewhat weaker in the American stock market and global market indices. Characteristics of the subsector structures in different markets are revealed.
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PDF链接：
https://arxiv.org/pdf/1201.6418