نتایج جستجو برای: random matrix theory

تعداد نتایج: 1342429  

Journal: :Scholarpedia 2011

Journal: :international journal of mathematical modelling and computations 0
f. sotoude vanoliya department of statistics, university of mazandaran, iran a. pourdarvish heydari department of statistics, university of mazandaran, iran

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...

Journal: :Physica A: Statistical Mechanics and its Applications 2006

Journal: :Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 2017

Journal: :Fortschritte der Physik 2012

Journal: :Journal of Physics A: Mathematical and General 2003

نمودار تعداد نتایج جستجو در هر سال

با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید