Filtering amplitude dependence of correlation dynamics in the cryptocurrency market

Filtering amplitude dependence of correlation dynamics in the cryptocurrency market

NetSciX 2026 Conference Submission114 Authors

Published: 30 Oct 2025, Last Modified: 30 Oct 2025NetSciX 2026 OralEveryoneRevisionsBibTeXCC BY 4.0

Keywords: Cryptocurrencies, Fluctuations, Cross-correlations, Complex Networks, Minimal Spanning Trees

TL;DR: This paper applies a q-dependent minimum spanning tree (qMST) approach to analyze fluctuation-dependent correlation structures in the cryptocurrency market, revealing how network structure evolve across different amplitudes and time scales

Submission Number: 114

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