نتایج جستجو برای: random matrix theory
تعداد نتایج: 1342429 فیلتر نتایج به سال:
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:
:Bulletin of the American Mathematical Society
2019
Journal:
:Physica A: Statistical Mechanics and its Applications
2006
Journal:
:Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences
2017
Journal:
:Journal of Physics A: Mathematical and General
2003
Journal:
:Communications in Mathematical Physics
2012
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