Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (Q2148646): Difference between revisions

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Revision as of 10:20, 29 July 2024

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Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues
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    Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (English)
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    24 June 2022
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    random matrix theory
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    dimension
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    financial market
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    time series
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    cluster structure
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