Metatimes constitute an extension of time-change to general measurable spaces, defined as mappings between two σ-algebras. Equipping the image σ-algebra a metatime with measure and defining composition given by on domain σ-algebra, we identify metatimes bounded linear operators spaces square integrable functions. We also analyse possibility define from operator Hilbert which show is possible fo...

the analysis of cross-correlations is extensively applied for understanding of interconnections in stock markets. variety of methods are used in order to search stock cross-correlations including the random matrix theory (rmt), the principal component analysis (pca) and the hierachical ‎structures.‎ in ‎this work‎, we analyze cross-crrelations between price fluctuations of 20 ‎company ‎stocks‎‎...