Evidence map›Paper›PMID 41440439›Full record

ArticleEntropy (Basel, Switzerland)2025

Detrended Cross-Correlations and Their Random Matrix Limit: An Example from the Cryptocurrency Market.

Stanisław Drożdż, Paweł Jarosz, Jarosław Kwapień, Maria Skupień, Marcin Wątorek

Abstract read
PubMed Full text at PMC Publisher
In one paragraph

Article in Entropy (Basel, Switzerland), 2025. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.

0numbers the graph read from it
0cells of the map it votes in
1citing papers in PubMed
–field-weighted citation impact
1 · What the graph read from it

What it found

Each row is one number read from the abstract, on the scale the paper reported it, with its interval. Left of the dashed line favours the treatment, right favours the comparator. Under each row is the sentence it came from. New to these charts? A ten-minute tutorial.

The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.

2 · The registry

The trial behind it

Trials whose registry record cites this paper, or whose number appears in the abstract. A trial that started after this paper was published is citing it as background, not reporting it.

Neither the registry nor the abstract names a trial number. If this is a trial report, that itself is worth knowing.

3 · Its place in the literature

Who cites it

1 citing paper in PubMed.

  1. Article
4 · The record

Corrections and comments

PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.

5 · Who and what money

Authors and funding

5 authors.

Stanisław DrożdżComplex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland.ORCID 0000-0003-1613-6175
Paweł JaroszFaculty of Computer Science and Mathematics, Cracow University of Technology, ul. Warszawska 24, 31-155 Kraków, Poland.ORCID 0000-0003-0445-220X
Jarosław KwapieńComplex Systems Theory Department, Institute of Nuclear Physics, Polish Academy of Sciences, ul. Radzikowskiego 152, 31-342 Kraków, Poland.ORCID 0000-0001-8813-9637
Maria SkupieńDepartment of Mathematics, University of the National Education Commission, Podchorążych 2, 30-084 Kraków, Poland.ORCID 0000-0003-1480-0810
Marcin WątorekFaculty of Computer Science and Mathematics, Cracow University of Technology, ul. Warszawska 24, 31-155 Kraków, Poland.ORCID 0000-0002-2131-7440

Funding

No grant is acknowledged in the PubMed record.

6 · The paper itself

Abstract

Correlations in complex systems are often obscured by nonstationarity, long-range memory, and heavy-tailed fluctuations, which limit the usefulness of traditional covariance-based analyses. To address these challenges, we construct scale- and fluctuation-dependent correlation matrices using the multifractal detrended cross-correlation coefficient ρr that selectively emphasizes fluctuations of different amplitudes. We examine the spectral properties of these detrended correlation matrices and compare them to the spectral properties of the matrices calculated in the same way from synthetic Gaussian and

Indexed as

cryptocurrency marketdetrended cross-correlation analysiseigenvalue spectramultifractal cross-correlationsrandom matrix theory

Identifiers

PMID41440439
PMCPMC12731959

What Socratic holds

Textmetadata
LicenceCC BY
Read underepoch 390

Registered trials

None linked

Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the Socratic graph.