• A
  • A
  • A
  • ABC
  • ABC
  • ABC
  • А
  • А
  • А
  • А
  • А
Regular version of the site

Book chapter

Investigation of Connections Between Pearson and Fechner Correlations in Market Network: Experimental Study

P. 175-182.
Latyshev A., Koldanov P.

The connection between the sign correlation of Fechner and the classic Pearson correlation is studied. The sign correlation is linearly connected with the probability of the coincidence of the signs of random variables. One of the features of this measure is its simplicity. Therefore it can be used as an alternative measure of similarity between the returns of the market stocks. In the study there are numerical estimations connected with the application of the sign correlation and the detailed analysis of the proposed connection.