The following pages link to (Q5361361):
Displayed 23 items.
- Random matrix theory analysis of cross-correlations in the US stock market: evidence from Pearson's correlation coefficient and detrended cross-correlation coefficient (Q1673123) (← links)
- Network models to improve robot advisory portfolios (Q2151657) (← links)
- Improving portfolios global performance using a cleaned and robust covariance matrix estimate (Q2153647) (← links)
- Emergence of correlations between securities at short time scales (Q2160104) (← links)
- Dynamic instability in generic model of multi-assets markets (Q2270570) (← links)
- Convergence of the spectrum of empirical covariance matrices for independent MRW processes (Q2786484) (← links)
- On sampling and modeling complex systems (Q3301678) (← links)
- Constructing analytically tractable ensembles of stochastic covariances with an application to financial data (Q3302163) (← links)
- Dependence structure of market states (Q3302373) (← links)
- Optimal trading strategies—a time series approach (Q3302654) (← links)
- Spectra of large time-lagged correlation matrices from random matrix theory (Q3303093) (← links)
- Community Detection in Temporal Multilayer Networks, with an Application to Correlation Networks (Q3459668) (← links)
- Algorithm and software for defining the distribution of eigenvalues of random symmetric matrices via simulation (Q3643184) (← 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)
- Principal Eigenportfolios for U.S. Equities (Q5092726) (← links)
- From Synaptic Interactions to Collective Dynamics in Random Neuronal Networks Models: Critical Role of Eigenvectors and Transient Behavior (Q5131178) (← links)
- Regularizing portfolio optimization (Q5131405) (← links)
- Stochastic regularization for the mean-variance allocation scheme (Q5234343) (← links)
- Uncovering the dynamics of correlation structures relative to the collective market motion (Q5857422) (← links)
- Exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations of covariances or correlations (Q5876982) (← links)
- Matrix moments in a real, doubly correlated algebraic generalization of the Wishart model (Q5876985) (← links)
- Filtering time-dependent covariance matrices using time-independent eigenvalues (Q5880290) (← links)