Search Results - subject:"RMT-test"

Market declines triggered by the deviation from the random walk

Tanaka-Yamawaki, Mieko; Ikura, Yumihiko S. - In: Evolutionary and institutional economics review 21 (2024) 2, pp. 217-225

Persistent link: https://www.econbiz.de/10015191757

Principal Component Analysis and Randomness Test for Big Data Analysis : Practical Applications of RMT-Based Technique

Tanaka-Yamawaki, Mieko; Ikura, Yumihiko - 2023

-- The RMT-test: New Tool to Measure the Randomness of a Given Sequence -- Application of the RMT-test -- Conclusion … III: Program for the RMT-test -- Appendix IV: RMT-test applied on TOIPXcore30 index time series in 2014 -- Appendix V: RMT-test … specific field of science. First, mathematical preparation is described. The RMT-PCA and the RMT-test utilize the cross …

Persistent link: https://www.econbiz.de/10014282826

Possible relationship of the randomness and the stock performance

Tanaka-Yamawaki, Mieko; Ikura, Yumihiko - In: Digital Designs for Money, Markets, and Social Dilemmas, (pp. 333-346). 2022

Persistent link: https://www.econbiz.de/10013363386