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Search: subject:"Random matrix"
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Random matrix theory
82
random matrix theory
46
Linear algebra
30
Lineare Algebra
30
Korrelation
28
Theorie
28
Theory
27
Correlation
26
Portfolio selection
25
Portfolio-Management
25
Random Matrix Theory
23
Estimation theory
17
Schätztheorie
17
Large-dimensional asymptotics
16
Correlation matrix
13
Random matrix
13
rotation equivariance
13
Econophysics
12
Volatility
9
Konjunkturzusammenhang
8
Portfolio optimization
8
Principal component analysis
8
Capital income
7
Forecasting model
7
Kapitaleinkommen
7
Monte-Carlo-Simulation
7
Prognoseverfahren
7
factor models
7
nonlinear shrinkage estimation
7
Business cycle synchronization
6
Börsenkurs
6
EU countries
6
EU-Staaten
6
Financial crisis
6
Financial market
6
Finanzkrise
6
Random-matrix theory
6
Share price
6
Statistical distribution
6
Statistische Verteilung
6
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Undetermined
123
Free
59
CC license
1
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Article
137
Book / Working Paper
57
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Working Paper
43
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39
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39
Graue Literatur
25
Non-commercial literature
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24
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5
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3
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English
97
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97
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Ledoit, Olivier
17
Wolf, Michael
16
Guerini, Mattia
10
Napoletano, Mauro
10
Luu, Duc Thi
9
Bodnar, Taras
6
Parolya, Nestor
6
Bai, Zhidong
5
Eom, Cheoljun
5
Kim, Soo Yong
5
Moon, Hyungsik Roger
5
Weidner, Martin
5
Barbieri, Claudio
4
Burda, Zdzisław
4
Jurkiewicz, Jerzy
4
Kelly, Bryan T.
4
Kim, Min Jae
4
Livan, Giacomo
4
Lux, Thomas
4
Malamud, Semyon
4
Ormerod, Paul
4
Scalas, Enrico
4
Yanovski, Boyan
4
Alfarano, Simone
3
Crane, M.
3
Dette, Holger
3
Kim, Kyungsik
3
Li, Hua
3
Zahed, Ismail
3
Zhou, Kangying
3
Abul-Magd, A.Y.
2
Ahn, Sanghyun
2
Allez, Romain
2
Amaral, L.A.N.
2
Azoury, Nehme
2
Bai, Jushan
2
Bouchaud, Jean-Philippe
2
Bouri, Elie
2
Delannay, R.
2
El Alaoui, Marwane
2
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne)
1
China Economics and Management Academy, Central University of Finance and Economics (CUFE)
1
Departament d'Economia, Universitat Jaume I
1
HAL
1
Institut für Weltwirtschaft (IfW)
1
Institut für Wirtschafts- und Sozialstatistik, Universität Dortmund
1
Santa Fe Institute
1
Université Paris-Dauphine (Paris IX)
1
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Physica A: Statistical Mechanics and its Applications
59
Journal of Multivariate Analysis
11
Working Paper
10
Working paper series / University of Zurich, Department of Economics
8
Statistics & Probability Letters
6
Advances in Complex Systems (ACS)
3
Evolutionary and institutional economics review
3
LEM Working Paper Series
3
LEM working paper series
3
Research paper series / Swiss Finance Institute
3
Annals of the Institute of Statistical Mathematics
2
Applied economics letters
2
CEMMAP working papers / Centre for Microdata Methods and Practice
2
Economic research
2
European journal of operational research : EJOR
2
International review of economics & finance : IREF
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
2
MPRA Paper
2
Research in international business and finance
2
Sciences Po OFCE working paper
2
Stochastic Processes and their Applications
2
Swiss Finance Institute Research Paper
2
The journal of operational risk
2
cemmap working paper
2
Annals of Economics and Finance
1
Applied economics
1
CEMA Working Papers
1
Computational Economics
1
Computational economics
1
Digital Designs for Money, Markets, and Social Dilemmas
1
Discussion paper / Tinbergen Institute
1
Discussion papers / CEPR
1
Documents de travail du Centre d'Economie de la Sorbonne
1
ECON - Working Papers
1
Econometric reviews
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economics - The Open-Access, Open-Assessment E-Journal
1
Economics Discussion Papers
1
Economics Discussion Papers / Institut für Weltwirtschaft (IfW)
1
Economics Papers from University Paris Dauphine
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RePEc
103
ECONIS (ZBW)
69
EconStor
22
Showing
31
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194
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31
Random
matrix
theory (RMT) application on financial data
Kaneko, Takuya
;
Hisakado, Masato
- In:
Digital Designs for Money, Markets, and Social Dilemmas
,
(pp. 347-361)
.
2022
Persistent link: https://www.econbiz.de/10013363389
Saved in:
32
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
Saved in:
33
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
Saved in:
34
Random
Matrix
Theory
Bailey, Natalia
;
Jiang, Dandan
;
Yao, Jianfeng
- In:
Econometric reviews
41
(
2022
)
5
,
pp. 564-582
Persistent link: https://www.econbiz.de/10013364894
Saved in:
35
Correlation structure analysis of the global agricultural futures market
Dai, Yun-Shi
;
Ngoc Quang Anh Huynh
;
Zheng, Qing-Huan
; …
- In:
Research in international business and finance
61
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246883
Saved in:
36
The virtue of complexity in return prediction
Malamud, Semyon
;
Kelly, Bryan T.
;
Zhou, Kangying
-
2022
Persistent link: https://www.econbiz.de/10013177471
Saved in:
37
Financial stability and network complexity : a
random
matrix
approach
Li, Fei
;
Kang, Hao
;
Xu, Jingfeng
- In:
International review of economics & finance : IREF
80
(
2022
),
pp. 177-185
Persistent link: https://www.econbiz.de/10013341802
Saved in:
38
Network models to improve robot advisory portfolios
Giudici, Paolo
;
Polinesi, Gloria
;
Spelta, Alessandro
- In:
Risk management decisions and value under uncertainty
,
(pp. 965-989)
.
2022
Persistent link: https://www.econbiz.de/10013342079
Saved in:
39
An analysis of systematic risk in worldwide econonomic sentiment indices
Luu, Duc Thi
;
Yanovski, Boyan
;
Lux, Thomas
-
2018
tools of
Random
Matrix
Theory (RMT) and Principal Component Analysis (PCA), our paper aims to extract latent information …
Persistent link: https://www.econbiz.de/10011791083
Saved in:
40
An analysis of systematic risk in worldwide econonomic sentiment indices
Luu, Duc Thi
;
Yanovski, Boyan
;
Lux, Thomas
-
2018
-
Ver. January 2, 2018
tools of
Random
Matrix
Theory (RMT) and Principal Component Analysis (PCA), our paper aims to extract latent information …
Persistent link: https://www.econbiz.de/10011790790
Saved in:
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