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Search: subject:"matrix theory"
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Subject
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Random matrix theory
82
random matrix theory
46
Lineare Algebra
29
Linear algebra
28
Korrelation
27
Theorie
26
Correlation
25
Theory
25
Portfolio selection
24
Portfolio-Management
24
Random Matrix Theory
23
Estimation theory
17
Schätztheorie
17
Large-dimensional asymptotics
16
Correlation 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
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
Monte-Carlo-Simulation
6
Random-matrix theory
6
Share price
6
Statistical distribution
6
Statistische Verteilung
6
Stock market
6
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Online availability
All
Undetermined
107
Free
54
CC license
2
Type of publication
All
Article
123
Book / Working Paper
51
Type of publication (narrower categories)
All
Working Paper
38
Article in journal
37
Aufsatz in Zeitschrift
37
Graue Literatur
23
Non-commercial literature
23
Arbeitspapier
22
Aufsatz im Buch
5
Book section
5
Article
4
Conference paper
1
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1
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1
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English
90
Undetermined
83
German
1
Author
All
Ledoit, Olivier
17
Wolf, Michael
16
Luu, Duc Thi
9
Guerini, Mattia
8
Napoletano, Mauro
8
Bodnar, Taras
6
Parolya, Nestor
6
Eom, Cheoljun
5
Kim, Soo Yong
5
Moon, Hyungsik Roger
5
Weidner, Martin
5
Barbieri, Claudio
4
Kelly, Bryan T.
4
Kim, Min Jae
4
Lux, Thomas
4
Malamud, Semyon
4
Ormerod, Paul
4
Yanovski, Boyan
4
Burda, Zdzisław
3
Crane, M.
3
Jurkiewicz, Jerzy
3
Kim, Kyungsik
3
Livan, Giacomo
3
Scalas, Enrico
3
Zhou, Kangying
3
Abul-Magd, A.Y.
2
Ahn, Sanghyun
2
Alfarano, Simone
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
Eterovic, Dalibor S.
2
Eterovic, Nicolas A.
2
Fagiolo, Giorgio
2
Garlaschelli, Diego
2
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Institution
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Institut für Volkswirtschaftslehre, Wirtschaftswissenschaftliche Fakutät
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
Department of Economics, Leicester University
1
HAL
1
Institut für Weltwirtschaft (IfW)
1
Université Paris-Dauphine (Paris IX)
1
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Published in...
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Physica A: Statistical Mechanics and its Applications
55
Working Paper
9
Working paper series / University of Zurich, Department of Economics
8
Journal of Multivariate Analysis
7
LEM Working Paper Series
3
LEM working paper series
3
Research paper series / Swiss Finance Institute
3
The European Physical Journal B - Condensed Matter and Complex Systems
3
Advances in Complex Systems (ACS)
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
Evolutionary and institutional economics review
2
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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 Papers in Economics
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
1
Economics Working Paper
1
Economics working paper
1
Economics: The Open-Access, Open-Assessment E-Journal
1
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Source
All
RePEc
87
ECONIS (ZBW)
65
EconStor
20
USB Cologne (EcoSocSci)
2
Showing
31
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40
of
174
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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
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:
38
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:
39
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:
40
Applications of random-
matrix
theory
and nonparametric change-point analysis to three notable systemic crises
Melkuev, David
;
Guo, Danqiao
;
Wirjanto, Tony S.
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 413-467
Persistent link: https://www.econbiz.de/10012156682
Saved in:
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