Marc Potters

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Person:212752

Available identifiers

zbMath Open potters.marcMaRDI QIDQ212752

List of research outcomes





PublicationDate of PublicationType
Optimal cleaning for singular values of cross-covariance matrices2023-06-05Paper
Right large deviation principle for the top eigenvalue of the sum or product of invariant random matrices2022-08-01Paper
Rank one HCIZ at high temperature: interpolating between classical and free convolutions2021-01-05Paper
A First Course in Random Matrix Theory2020-10-15Paper
On a Generalisation of the Marcenko-Pastur Problem2020-09-15Paper
Asymptotic behavior of the multiplicative counterpart of the Harish-Chandra integral and the $S$-transform2020-07-18Paper
Extreme value problems in random matrix theory and other disordered systems2019-10-22Paper
Two short pieces around the Wigner problem2019-10-07Paper
Fluctuations and response in financial markets: the subtle nature of ‘random’ price changes2019-01-15Paper
Statistical properties of stock order books: empirical results and models2019-01-14Paper
Correlation structure of extreme stock returns2019-01-14Paper
https://portal.mardi4nfdi.de/entity/Q53596712017-09-27Paper
https://portal.mardi4nfdi.de/entity/Q53613612017-09-27Paper
Rotational Invariant Estimator for General Noisy Matrices2017-04-28Paper
Cleaning large correlation matrices: tools from random matrix theory2017-04-12Paper
Instanton Approach to Large $N$ Harish-Chandra-Itzykson-Zuber Integrals2014-03-30Paper
On the top eigenvalue of heavy-tailed random matrices2012-08-11Paper
https://portal.mardi4nfdi.de/entity/Q31052812012-01-05Paper
Large dimension forecasting models and random singular value spectra2010-06-25Paper
Theory of Financial Risk and Derivative Pricing2009-08-03Paper
Theory of Financial Risk and Derivative Pricing2009-07-03Paper
Relation between bid–ask spread, impact and volatility in order-driven markets2008-08-07Paper
Random walks, liquidity molasses and critical response in financial markets2006-08-21Paper
OPTION PRICING AND HEDGING WITH TEMPORAL CORRELATIONS2005-06-22Paper
More statistical properties of order books and price impact2003-05-21Paper
Phenomenology of the interest rate curve2002-09-04Paper
https://portal.mardi4nfdi.de/entity/Q45248162002-02-25Paper
Strings attached.2002-01-06Paper
RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS2001-10-23Paper
More stylized facts of financial markets: leverage effect and downside correlations2001-10-23Paper
Back to basics: historical option pricing revisited2001-06-27Paper
https://portal.mardi4nfdi.de/entity/Q45235252001-01-14Paper
Hedged Monte-Carlo: low variance derivative pricing with objective probabilities2001-01-09Paper
https://portal.mardi4nfdi.de/entity/Q42183751998-11-11Paper
Mean-field equations for spin models with orthogonal interaction matrices1997-08-18Paper
Spectral Initialization for High-Dimensional Phase Retrieval with Biased Spatial DirectionsN/APaper

Research outcomes over time

This page was built for person: Marc Potters