Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (Q2148646)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues |
scientific article; zbMATH DE number 7547510
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues |
scientific article; zbMATH DE number 7547510 |
Statements
Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (English)
0 references
24 June 2022
0 references
random matrix theory
0 references
dimension
0 references
financial market
0 references
time series
0 references
cluster structure
0 references
0.8654752
0 references
0.82708657
0 references
0.8206868
0 references
0.81605864
0 references
0.81518084
0 references
