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Principal Component Analysis and Randomness Test for
Big
Data
Analysis
: Practical Applications of RMT-Based Technique
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 …
Persistent link: https://www.econbiz.de/10014282826
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