Cluster structure in the correlation coefficient matrix can be characterized by abnormal eigenvalues
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Publication:2148646
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Cites work
- scientific article; zbMATH DE number 1250597 (Why is no real title available?)
- scientific article; zbMATH DE number 2174437 (Why is no real title available?)
- Cleaning large correlation matrices: tools from random matrix theory
- Clustering of time series data -- a survey
- Dynamics of cluster structure in financial correlation matrix
- Hidden noise structure and random matrix models of stock correlations
Cited in
(4)- Applying correlation dimension to the analysis of the evolution of network structure
- Recognition of the scale-free interval for calculating the correlation dimension using machine learning from chaotic time series
- Dynamics of cluster structure in financial correlation matrix
- Eigenvectors of a kurtosis matrix as interesting directions to reveal cluster structure
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