for k order correlation can be proven to be O(n). For randomness in both A and b with an assumption of multidimensional …-files, complied and run to test their efficiency. For higher order correlation with Non-Gaussian distribution, an approximation scheme …

’s other assets, but correlation is useful only if it provides a good estimate of how an asset’s returns co-occur cumulatively … with the other asset returns over the investor’s prospective horizon. And because correlation is an average of sub …