Pages that link to "Item:Q521794"

The following pages link to Cleaning large correlation matrices: tools from random matrix theory (Q521794):

Displaying 50 items.

• GOE statistics for Lévy matrices (Q824414) (← links)
• Dynamics of cluster structure in financial correlation matrix (Q1694154) (← links)
• MIXANDMIX: numerical techniques for the computation of empirical spectral distributions of population mixtures (Q2007993) (← links)
• Subordination methods for free deconvolution (Q2028948) (← links)
• Eigenvector statistics of Lévy matrices (Q2039453) (← links)
• Analyzing financial correlation matrix based on the eigenvector-eigenvalue identity (Q2066070) (← links)
• Amalgamated free Lévy processes as limits of sample covariance matrices (Q2099993) (← links)
• Statistical inference for principal components of spiked covariance matrices (Q2131269) (← links)
• Wigner and Wishart ensembles for sparse Vinberg models (Q2135512) (← links)
• Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (Q2148646) (← links)
• Network models to improve robot advisory portfolios (Q2151657) (← links)
• Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
• Point process convergence for the off-diagonal entries of sample covariance matrices (Q2240824) (← links)
• High dimensional deformed rectangular matrices with applications in matrix denoising (Q2278666) (← links)
• PCA meets RG (Q2401447) (← links)
• Free dynamics of feature learning processes (Q2679634) (← links)
• Spectra of large time-lagged correlation matrices from random matrix theory (Q3303093) (← links)
• Statistical diagonalization of a random biased Hamiltonian: the case of the eigenvectors (Q4629595) (← links)
• Generic features in the spectral decomposition of correlation matrices (Q4958132) (← links)
• The<i>q</i>-dependent detrended cross-correlation analysis of stock market (Q4964480) (← links)
• Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
• Graph theoretical representations of equity indices and their centrality measures (Q5014184) (← links)
• Agglomerative likelihood clustering (Q5020009) (← links)
• Limiting Spectral Distribution for Large Sample Covariance Matrices with Graph-Dependent Elements (Q5046631) (← links)
• Gradient descent dynamics and the jamming transition in infinite dimensions (Q5057865) (← links)
• The Dispersion Bias (Q5080131) (← links)
• Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
• Perturbative construction of mean-field equations in extensive-rank matrix factorization and denoising (Q5101092) (← links)
• Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
• A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
• A Review of Two Decades of Correlations, Hierarchies, Networks and Clustering in Financial Markets (Q5153521) (← links)
• A new spin on optimal portfolios and ecological equilibria (Q5158914) (← links)
• (Q5159443) (← links)
• A cluster driven log-volatility factor model: a deepening on the source of the volatility clustering (Q5234327) (← links)
• Two short pieces around the Wigner problem (Q5235179) (← links)
• Self-planting: digging holes in rough landscapes (Q5854083) (← links)
• Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)
• Spiked sample covariance matrices with possibly multiple bulk components (Q5860230) (← links)
• Higher order moments of the estimated tangency portfolio weights (Q5861531) (← links)
• Estimation of high-dimensional dynamic conditional precision matrices with an application to forecast combination (Q5862514) (← links)
• Matrix Kesten recursion, inverse-Wishart ensemble and fermions in a Morse potential (Q5874113) (← links)
• Filtering time-dependent covariance matrices using time-independent eigenvalues (Q5880290) (← links)
• CORRELATION MATRIX OF EQUI-CORRELATED NORMAL POPULATION: FLUCTUATION OF THE LARGEST EIGENVALUE, SCALING OF THE BULK EIGENVALUES, AND STOCK MARKET (Q6095475) (← links)
• Optimal cleaning for singular values of cross-covariance matrices (Q6103997) (← links)
• Local laws for multiplication of random matrices (Q6165245) (← links)
• Spiked multiplicative random matrices and principal components (Q6171643) (← links)
• Anomaly detection of time series correlations via a novel Lie group structure (Q6543969) (← links)
• Antagonistic interactions can stabilise fixed points in heterogeneous linear dynamical systems (Q6593848) (← links)
• Permutation invariant Gaussian matrix models for financial correlation matrices (Q6608263) (← links)
• Freeness of type B and conditional freeness for random matrices (Q6609516) (← links)