Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues (Q2148646)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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