Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Reconstructing an economic space from a market metric   Using a metric related to the returns correlation, a method is proposed to
reconstruct an economic space from the market data. A reduced subspace,
associated to the systematic structure of the market, is identified and its
dimension related to the number of terms in factor models. Example were worked
out involving sets of companies from the DJIA and S&P500 indexes. Having a
metric defined in the space of companies, network topology coefficients may be
used to extract further information from the data. A notion of "continuous
clustering" is defined and empirically related to the occurrence of market
shocks.

33
The categories of this paper are: plasm-ph
25
The categories of this paper are: patt-sol
13
The categories of this paper are: quant-ph
8
The categories of this paper are: hep-ex
30
The categories of this paper are: q-alg
20
The categories of this paper are: acc-phys
32
The categories of this paper are: atom-ph
31
The categories of this paper are: ao-sci
3
The categories of this paper are: physics
0
The categories of this paper are: hep-ph
18
The categories of this paper are: econ
24
The categories of this paper are: dg-ga
19
The categories of this paper are: eess
21
The categories of this paper are: adap-org
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph