Pages that link to "Item:Q4443882"

The following pages link to A new method to estimate the noise in financial correlation matrices (Q4443882):

Displaying 12 items.

• Cluster analysis for portfolio optimization (Q844576) (← links)
• A combinatorial optimization approach to scenario filtering in portfolio selection (Q2146965) (← links)
• Emergence of correlations between securities at short time scales (Q2160104) (← links)
• New collectivity measures for financial covariances and correlations (Q2170574) (← links)
• Applying free random variables to random matrix analysis of financial data. Part I: The Gaussian case (Q3088327) (← links)
• MULTISCALED CROSS-CORRELATION DYNAMICS IN FINANCIAL TIME-SERIES (Q3644885) (← links)
• A generalization of random matrix theory and its application to statistical physics (Q4642548) (← links)
• The<i>q</i>-dependent detrended cross-correlation analysis of stock market (Q4964480) (← links)
• Collective behavior in the North Rhine-Westphalia motorway network (Q5020026) (← links)
• A memory-based method to select the number of relevant components in principal component analysis (Q5131521) (← links)
• Power mapping with dynamical adjustment for improved portfolio optimization (Q5189719) (← links)
• Complex Market Dynamics in the Light of Random Matrix Theory (Q5227350) (← links)