Tanaka-Yamawaki, Mieko; Ikura, Yumihiko - 2023
Big Data Analysis by Means of RMT-Oriented Methodologies -- Formulation of the RMT-PCA -- RMT-PCA and Stock Markets -- The RMT-test: New Tool to Measure the Randomness of a Given Sequence -- Application of the RMT-test -- Conclusion -- Appendix I: Introduction to vector, inner product,...
