The following pages link to (Q3105281):
Displaying 24 items.
- Cleaning large correlation matrices: tools from random matrix theory (Q521794) (← links)
- GOE statistics for Lévy matrices (Q824414) (← links)
- Optimal discretization of stochastic integrals driven by general Brownian semimartingale (Q1621716) (← links)
- Eigenvector statistics of Lévy matrices (Q2039453) (← links)
- Superintegrability of matrix student's distribution (Q2063249) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Spectral radii of products of random rectangular matrices (Q2209318) (← links)
- Sparse precision matrices for minimum variance portfolios (Q2320464) (← links)
- Hypergeometric functions of matrix arguments and linear statistics of multi-spiked Hermitian matrix models (Q2350056) (← links)
- On generalized expectation-based estimation of a population spectral distribution from high-dimensional data (Q2352449) (← links)
- Limiting empirical distribution for eigenvalues of products of random rectangular matrices (Q2405916) (← links)
- Random matrix theory in statistics: a review (Q2453609) (← links)
- A Bayesian graphical approach for large-scale portfolio management with fewer historical data (Q2686273) (← links)
- Optimal trading strategies—a time series approach (Q3302654) (← links)
- Coulomb Gases Under Constraint: Some Theoretical and Numerical Results (Q3387581) (← links)
- AN EMPIRICAL APPROACH TO FINANCIAL CRISIS INDICATORS BASED ON RANDOM MATRICES (Q4565074) (← links)
- A nested factor model for non-linear dependencies in stock returns (Q4619483) (← links)
- Random matrix models for datasets with fixed time horizons (Q4991056) (← links)
- Random matrix application to correlations amongst the volatility of assets (Q5001110) (← links)
- Simulating realistic correlation matrices for financial applications: correlation matrices with the Perron–Frobenius property (Q5107327) (← links)
- (Q5159443) (← links)
- Non-Hermitean Wishart random matrices (I) (Q5253978) (← links)
- Asymptotics of rectangular spherical integrals (Q6056502) (← links)
- Numerical Solution of Free Stochastic Differential Equations (Q6070723) (← links)
