Figure 4
From: Mapping individual behavior in financial markets: synchronization and anticipation
Synchronization with price as driver of synchronization between investors. Axis x and y represent deciles so that generate a \(10\times 10\) matrix. Each cell coordinates are given by the deciles of \(I_{ip}\) and \(I_{jp}\) respectively, and the value showing refers to the frequency of events with statistically significant Mutual Information \(I_{ij}\), i.e. all not null edges of the Synchronization network