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Matrix theory / Mathematical physics / Singular value decomposition / Matrices / Eigenvalues and eigenvectors / Matrix / Covariance matrix / Financial Correlations / Random matrix / Algebra / Linear algebra / Mathematics


Mathematical Models and Methods in Applied Sciences c❢World Scientific Publishing Company RANDOM MATRIX THEORY AND FINANCIAL CORRELATIONS LAURENT LALOUX, PIERRE CIZEAU and MARC POTTERS Science & Finance
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Document Date: 2011-02-05 17:21:01

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File Size: 145,95 KB

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City

New York / Paris / Levallois Cedex / /

Company

Prentice-Hall / Cambridge University Press / J.Wiley and Sons / /

Currency

pence / /

IndustryTerm

semi-circle law / potential applications / scalar product / /

MarketIndex

S&P 500 / /

Organization

Cambridge University / Centre d’´ / Mit / /

Person

PIERRE CIZEAU / LAURENT LALOUX / MARC POTTERS / Stanley / JEAN-PHILIPPE BOUCHAUD / /

Position

physicist / /

ProvinceOrState

Montana / New York / /

PublishedMedium

Physica A / /

Technology

Gif / /

SocialTag