Search Results - subject:"Eigenvalue spectrum"

Improving the volatility of the optimal weights of the Markowitz model

Ortiz, Roberto; Contreras, Mauricio; Mellado, Cristhian - In: Economic research 35 (2022) 1,3, pp. 2836-2858

Persistent link: https://www.econbiz.de/10014383313

The causes of I.C.T. use which increase time spent on the Internet by secondary school students and affect exposure to bullying from other students

Radetić-Paić, Mirjana; Boljunčić, Valter - In: Economic research 35 (2022) 1,3, pp. 2859-2867

Persistent link: https://www.econbiz.de/10014383318

The origin of power-law emergent scaling in large binary networks

Almond, D.P.; Budd, C.J.; Freitag, M.A.; Hunt, G.W.; … - In: Physica A: Statistical Mechanics and its Applications 392 (2013) 4, pp. 1004-1027

We study the macroscopic conduction properties of large but finite binary networks with conducting bonds. By taking a combination of a spectral and an averaging based approach we derive asymptotic formulae for the conduction in terms of the component proportions p and the total number of...

Persistent link: https://www.econbiz.de/10011058010

Spectral properties of the Apollonian network

Andrade, R.F.S.; Miranda, J.G.V. - In: Physica A: Statistical Mechanics and its Applications 356 (2005) 1, pp. 1-5

A first characterization of the spectral properties of the Apollonian network is presented. Results are based on the numerically evaluated eigenvalue spectra of adjacency matrices for the first nine generations of the network. The main features refer to the presence of several gaps on the...

Persistent link: https://www.econbiz.de/10010590727

Signal and noise in financial correlation matrices

Burda, Zdzisław; Jurkiewicz, Jerzy - In: Physica A: Statistical Mechanics and its Applications 344 (2004) 1, pp. 67-72

Using Random Matrix Theory one can derive exact relations between the eigenvalue spectrum of the covariance matrix and … the eigenvalue spectrum of its estimator (experimentally measured correlation matrix). These relations will be used to …

Persistent link: https://www.econbiz.de/10011058220

Signal and noise in correlation matrix

Burda, Z.; Görlich, A.; Jarosz, A.; Jurkiewicz, J. - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 295-310

Using random matrix technique we determine an exact relation between the eigenvalue spectrum of the covariance matrix …

Persistent link: https://www.econbiz.de/10011060423

Free Lévy matrices and financial correlations

Burda, Zdzisław; Jurkiewicz, Jerzy; Nowak, Maciej A.; … - In: Physica A: Statistical Mechanics and its Applications 343 (2004) C, pp. 694-700

choice of asymmetry and Lévy index α/2=34 the free eigenvalue spectrum is in remarkable agreement with the one obtained from …

Persistent link: https://www.econbiz.de/10011062560