Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Correlation based networks of equity returns sampled at different time
  horizons   We investigate the planar maximally filtered graphs of the portfolio of the
300 most capitalized stocks traded at the New York Stock Exchange during the
time period 2001-2003. Topological properties such as the average length of
shortest paths, the betweenness and the degree are computed on different planar
maximally filtered graphs generated by sampling the returns at different time
horizons ranging from 5 min up to one trading day. This analysis confirms that
the selected stocks compose a hierarchical system progressively structuring as
the sampling time horizon increases. Finally, a cluster formation, associated
to economic sectors, is quantitatively investigated.

13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
8
The categories of this paper are: hep-ex
34
The categories of this paper are: chem-ph
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
4
The categories of this paper are: cond-mat
22
The categories of this paper are: chao-dyn
36
The categories of this paper are: cmp-lg
23
The categories of this paper are: solv-int
26
The categories of this paper are: bayes-an
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
5
The categories of this paper are: gr-qc
16
The categories of this paper are: stat
1
The categories of this paper are: cs